+61.9%
LIN vs XLB
+36.1%
+25.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.6% | -0.7% |
| 7D | -2.1% | -1.4% | -0.7% | -1.0% |
| 30D | -2.4% | -0.4% | -2.0% | -2.2% |
| 3M | -5.6% | +2.0% | -7.5% | -7.2% |
| 6M | -3.4% | +1.8% | -5.2% | -5.2% |
| YTD | +13.1% | +16.6% | -3.5% | -1.3% |
| 1Y | +2.5% | +16.9% | -14.5% | -10.9% |
| 3Y | +27.6% | +32.6% | -4.9% | -2.1% |
| All | +61.9% | +36.1% | +25.8% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling