+25.7%
LIN vs XLB
+23.8%
+1.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.7% |
| 7D | +0.2% | -1.5% | +1.7% | +1.0% |
| 30D | +6.5% | +6.1% | +0.4% | +2.9% |
| 3M | +5.5% | 0.0% | +5.4% | +5.4% |
| 6M | +3.3% | 0.0% | +3.4% | +3.2% |
| YTD | +22.0% | +16.0% | +6.0% | +11.7% |
| 1Y | +25.7% | +24.7% | +1.0% | +9.4% |
| All | +25.7% | +23.8% | +1.9% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling