+391.2%
LLY vs XLRE
+8.0%
+383.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.5% |
| 7D | -3.1% | -0.7% | -2.4% | -2.8% |
| 30D | -8.6% | -2.2% | -6.4% | -7.7% |
| 3M | -1.6% | -2.6% | +1.0% | -0.5% |
| 6M | +11.8% | +2.6% | +9.3% | +10.7% |
| YTD | +5.1% | +9.3% | -4.1% | +1.3% |
| 1Y | +50.7% | +7.2% | +43.5% | +46.3% |
| 3Y | +95.7% | +31.3% | +64.4% | +76.1% |
| All | +391.2% | +8.0% | +383.2% | +394.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling