+3,624.5%
LLY vs XRT
+514.3%
+3,110.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.2% |
| 7D | -2.1% | +0.8% | -3.0% | -2.4% |
| 30D | -1.6% | -4.2% | +2.6% | -0.2% |
| 3M | +2.3% | +5.1% | -2.8% | +0.4% |
| 6M | +14.9% | +2.4% | +12.5% | +13.7% |
| YTD | +7.5% | +3.2% | +4.3% | +6.1% |
| 1Y | +55.7% | +1.5% | +54.2% | +54.2% |
| 3Y | +110.6% | +40.6% | +70.0% | +84.0% |
| 5Y | +363.4% | -1.0% | +364.4% | +343.0% |
| 10Y | +1,649.0% | +128.4% | +1,520.6% | +1,012.9% |
| All | +3,624.5% | +514.3% | +3,110.2% | +1,255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling