+5,223.2%
LIN vs XLB
+824.9%
+4,398.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +1.9% |
| 7D | +3.6% | -0.4% | +4.0% | +3.9% |
| 30D | +6.4% | +5.2% | +1.2% | +1.7% |
| 3M | +6.5% | -0.1% | +6.6% | +6.4% |
| 6M | +4.9% | +2.4% | +2.5% | +2.3% |
| YTD | +23.4% | +16.9% | +6.6% | +6.7% |
| 1Y | +26.3% | +25.0% | +1.3% | +2.9% |
| 3Y | +38.0% | +40.7% | -2.7% | +0.2% |
| 5Y | +68.0% | +31.6% | +36.4% | +29.4% |
| 10Y | +437.1% | +175.3% | +261.9% | +116.0% |
| All | +5,223.2% | +824.9% | +4,398.3% | +535.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling