+361.0%
LIN vs XHB
+211.6%
+149.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.4% |
| 7D | -2.1% | -1.3% | -0.8% | -1.6% |
| 30D | -2.4% | -6.9% | +4.5% | +0.7% |
| 3M | -5.6% | -1.3% | -4.3% | -5.6% |
| 6M | -3.4% | -6.8% | +3.4% | -1.4% |
| YTD | +13.1% | +0.7% | +12.4% | +10.8% |
| 1Y | +2.5% | -11.2% | +13.7% | +6.3% |
| 3Y | +27.6% | +25.3% | +2.3% | +6.7% |
| 5Y | +63.0% | +37.3% | +25.7% | +26.8% |
| All | +361.0% | +211.6% | +149.4% | +123.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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