+427.2%
LIN vs XLB
+165.5%
+261.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.6% |
| 7D | +0.3% | -1.6% | +2.0% | +1.7% |
| 30D | +8.0% | +7.2% | +0.8% | +1.5% |
| 3M | +7.7% | 0.0% | +7.7% | +7.4% |
| 6M | +5.1% | +2.3% | +2.8% | +2.6% |
| YTD | +24.7% | +18.4% | +6.3% | +6.3% |
| 1Y | +25.1% | +23.3% | +1.8% | +2.8% |
| 3Y | +36.8% | +45.2% | -8.3% | -4.4% |
| 5Y | +67.9% | +31.0% | +36.9% | +28.8% |
| 10Y | +427.2% | +168.8% | +258.4% | +116.1% |
| All | +427.2% | +165.5% | +261.7% | +116.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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