+2,607.4%
LLY vs XLY
+1,108.8%
+1,498.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.6% |
| 7D | -3.1% | -2.1% | -1.0% | -2.1% |
| 30D | -8.6% | -6.0% | -2.6% | -5.9% |
| 3M | -1.6% | -2.7% | +1.1% | -0.7% |
| 6M | +11.8% | -1.5% | +13.3% | +12.2% |
| YTD | +5.1% | -5.4% | +10.6% | +7.2% |
| 1Y | +50.7% | -3.8% | +54.5% | +52.3% |
| 3Y | +95.7% | +36.6% | +59.1% | +65.6% |
| 5Y | +390.2% | +27.4% | +362.8% | +313.5% |
| 10Y | +1,580.3% | +218.2% | +1,362.1% | +765.4% |
| All | +2,607.4% | +1,108.8% | +1,498.6% | +570.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling