+63.3%
LIN vs XLB
+29.2%
+34.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.6% |
| 7D | +0.2% | -1.5% | +1.7% | +1.4% |
| 30D | +6.5% | +6.1% | +0.4% | +1.4% |
| 3M | +5.5% | 0.0% | +5.4% | +5.2% |
| 6M | +3.3% | 0.0% | +3.4% | +3.0% |
| YTD | +22.0% | +16.0% | +6.0% | +6.8% |
| 1Y | +25.7% | +24.7% | +1.0% | +3.3% |
| 3Y | +36.2% | +40.4% | -4.1% | -1.1% |
| All | +63.3% | +29.2% | +34.1% | +28.3% |
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