+431.5%
LIN vs XLB
+163.6%
+267.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | +2.1% | +0.5% | +1.6% | +1.6% |
| 30D | +6.8% | +5.2% | +1.6% | +2.1% |
| 3M | +10.4% | +0.3% | +10.1% | +9.8% |
| 6M | +3.2% | +1.2% | +2.0% | +1.7% |
| YTD | +24.6% | +16.6% | +7.9% | +7.6% |
| 1Y | +24.4% | +21.4% | +2.9% | +3.6% |
| 3Y | +36.7% | +43.2% | -6.5% | -3.3% |
| 5Y | +67.0% | +28.0% | +39.0% | +30.7% |
| All | +431.5% | +163.6% | +267.9% | +121.5% |
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