+91.2%
LLY vs XLY
+35.2%
+56.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.0% |
| 7D | -2.9% | -1.7% | -1.2% | -2.3% |
| 30D | -8.4% | -4.2% | -4.3% | -6.9% |
| 3M | -3.8% | -2.7% | -1.1% | -2.9% |
| 6M | +11.9% | -0.6% | +12.6% | +11.8% |
| YTD | +4.3% | -5.0% | +9.3% | +6.0% |
| 1Y | +48.5% | -4.1% | +52.6% | +49.9% |
| 3Y | +91.2% | +33.6% | +57.6% | +63.2% |
| All | +91.2% | +35.2% | +56.1% | +63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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