+393.8%
LLY vs XLV
+34.2%
+359.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | +0.6% |
| 7D | -3.2% | -4.4% | +1.2% | +2.6% |
| 30D | -7.4% | -1.4% | -6.0% | -5.7% |
| 3M | -1.0% | +8.9% | -9.9% | -11.1% |
| 6M | +12.5% | +9.1% | +3.4% | +1.1% |
| YTD | +5.0% | +7.9% | -2.9% | -3.8% |
| 1Y | +49.8% | +22.7% | +27.0% | +17.5% |
| 3Y | +95.5% | +31.9% | +63.6% | +44.9% |
| All | +393.8% | +34.2% | +359.7% | +263.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling