+473.4%
LLY vs XRT
-4.1%
+477.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.3% |
| 7D | +4.6% | -0.4% | +5.0% | +4.7% |
| 30D | +22.4% | +7.5% | +14.8% | +20.5% |
| 3M | +17.1% | +2.3% | +14.8% | +16.5% |
| 6M | +44.6% | +12.8% | +31.8% | +41.0% |
| YTD | +33.5% | +7.1% | +26.4% | +31.4% |
| 1Y | +41.1% | +12.3% | +28.9% | +37.7% |
| 3Y | +143.8% | +57.0% | +86.8% | +123.9% |
| 5Y | +473.4% | -4.3% | +477.7% | +450.8% |
| All | +473.4% | -4.1% | +477.5% | +450.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling