+2,006.3%
LLY vs XRT
+163.3%
+1,843.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.4% |
| 7D | +0.1% | +2.5% | -2.4% | -0.5% |
| 30D | +19.7% | +10.3% | +9.4% | +17.0% |
| 3M | +19.3% | +2.4% | +16.9% | +18.6% |
| 6M | +49.3% | +10.0% | +39.4% | +45.7% |
| YTD | +32.0% | +9.5% | +22.5% | +29.0% |
| 1Y | +53.7% | +17.2% | +36.5% | +47.8% |
| 3Y | +143.7% | +62.0% | +81.8% | +115.6% |
| 5Y | +463.9% | -2.1% | +466.0% | +453.9% |
| 10Y | +2,006.3% | +152.6% | +1,853.8% | +1,302.9% |
| All | +2,006.3% | +163.3% | +1,843.0% | +1,302.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling