+2,043.2%
LLY vs XRT
+149.4%
+1,893.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | -4.5% | +0.9% | -5.4% | -4.7% |
| 30D | +13.9% | +7.9% | +6.0% | +11.8% |
| 3M | +13.8% | -0.2% | +13.9% | +13.8% |
| 6M | +37.6% | +5.6% | +32.0% | +35.6% |
| YTD | +26.6% | +5.7% | +20.9% | +24.8% |
| 1Y | +45.3% | +14.6% | +30.8% | +40.5% |
| 3Y | +132.2% | +50.7% | +81.6% | +108.8% |
| 5Y | +434.7% | -4.8% | +439.5% | +428.8% |
| All | +2,043.2% | +149.4% | +1,893.8% | +1,293.5% |
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