+1,560.7%
LLY vs XLRE
+87.4%
+1,473.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -3.2% | -2.7% | -0.4% | -1.9% |
| 30D | -7.4% | -2.3% | -5.1% | -6.4% |
| 3M | -1.0% | -3.5% | +2.4% | +0.6% |
| 6M | +12.5% | +1.9% | +10.6% | +11.5% |
| YTD | +5.0% | +8.3% | -3.3% | +1.1% |
| 1Y | +49.8% | +6.4% | +43.4% | +45.4% |
| 3Y | +95.5% | +30.2% | +65.2% | +72.1% |
| 5Y | +390.7% | +8.6% | +382.1% | +365.8% |
| All | +1,560.7% | +87.4% | +1,473.2% | +1,122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XLRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling