+49.1%
LLY vs XRT
+15.8%
+33.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +1.6% | +4.1% | -2.5% | -0.4% |
| 30D | +21.5% | +9.9% | +11.5% | +16.1% |
| 3M | +16.4% | +2.3% | +14.2% | +14.8% |
| 6M | +51.5% | +9.6% | +41.9% | +44.3% |
| YTD | +33.9% | +9.1% | +24.8% | +27.8% |
| 1Y | +49.1% | +16.2% | +32.9% | +37.6% |
| All | +49.1% | +15.8% | +33.3% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling