+57.3%
LLY vs XLV
+34.1%
+23.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | -4.2% |
| 7D | +10.1% | +5.5% | +4.5% | +1.0% |
| 30D | +24.0% | +13.3% | +10.7% | +1.8% |
| 3M | +27.3% | +17.4% | +9.8% | -1.6% |
| 6M | +47.0% | +32.1% | +14.8% | -7.3% |
| YTD | +32.6% | +24.0% | +8.5% | -5.7% |
| 1Y | +57.3% | +32.9% | +24.5% | +2.5% |
| All | +57.3% | +34.1% | +23.2% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLV.
Daily Out/Under-Performance
Portfolio return minus XLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLV 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 1y: compounded portfolio wealth divided by compounded XLV 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…
1y analysis · Full analysis span regression · 6 months rolling