+417.3%
LIN vs XLB
+173.6%
+243.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | -0.7% |
| 7D | +0.1% | -1.4% | +1.5% | +1.3% |
| 30D | +7.6% | +7.1% | +0.5% | +1.2% |
| 3M | +6.5% | +0.6% | +5.9% | +5.7% |
| 6M | +6.2% | +3.5% | +2.7% | +2.6% |
| YTD | +23.2% | +18.2% | +5.0% | +5.2% |
| 1Y | +25.4% | +25.6% | -0.2% | +1.4% |
| 3Y | +38.3% | +46.7% | -8.4% | -4.3% |
| 5Y | +64.4% | +30.9% | +33.5% | +26.2% |
| 10Y | +417.3% | +167.7% | +249.6% | +108.0% |
| All | +417.3% | +173.6% | +243.7% | +108.0% |
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