+37.8%
LIN vs XLB
+40.7%
-2.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +1.3% |
| 7D | +3.6% | -0.4% | +4.0% | +3.8% |
| 30D | +6.4% | +5.2% | +1.2% | +2.7% |
| 3M | +6.5% | -0.1% | +6.6% | +6.5% |
| 6M | +4.9% | +2.4% | +2.5% | +3.0% |
| YTD | +23.4% | +16.9% | +6.6% | +10.1% |
| 1Y | +26.3% | +25.0% | +1.3% | +7.2% |
| All | +37.8% | +40.7% | -2.8% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling