+2,606.6%
LLY vs XLV
+908.6%
+1,698.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | 0.0% |
| 7D | -3.1% | -2.6% | -0.5% | -0.8% |
| 30D | -5.1% | +0.9% | -6.0% | -5.7% |
| 3M | -2.1% | +10.0% | -12.0% | -9.6% |
| 6M | +13.8% | +10.4% | +3.5% | +5.2% |
| YTD | +5.1% | +8.9% | -3.8% | -1.4% |
| 1Y | +53.1% | +23.4% | +29.8% | +29.4% |
| 3Y | +95.6% | +33.1% | +62.6% | +57.8% |
| 5Y | +361.5% | +33.3% | +328.2% | +273.7% |
| 10Y | +1,545.2% | +170.8% | +1,374.4% | +659.0% |
| All | +2,606.6% | +908.6% | +1,698.0% | +394.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling