+91.2%
LLY vs XLV
+31.7%
+59.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.4% |
| 7D | -2.9% | -3.6% | +0.6% | +2.5% |
| 30D | -8.4% | -1.8% | -6.6% | -5.9% |
| 3M | -3.8% | +7.8% | -11.5% | -13.9% |
| 6M | +11.9% | +9.1% | +2.8% | -1.5% |
| YTD | +4.3% | +7.7% | -3.4% | -5.9% |
| 1Y | +48.5% | +20.4% | +28.0% | +14.4% |
| 3Y | +91.2% | +30.8% | +60.5% | +36.1% |
| All | +91.2% | +31.7% | +59.5% | +36.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling