+279.6%
LIN vs XLC
+134.3%
+145.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | -0.4% |
| 7D | +0.1% | +7.1% | -7.0% | -3.8% |
| 30D | +7.6% | -2.7% | +10.3% | +9.1% |
| 3M | +6.5% | -3.2% | +9.7% | +8.1% |
| 6M | +6.2% | -7.7% | +13.8% | +10.4% |
| YTD | +23.2% | -8.0% | +31.2% | +28.0% |
| 1Y | +25.4% | -3.1% | +28.5% | +26.2% |
| 3Y | +38.3% | +64.9% | -26.6% | -1.4% |
| 5Y | +64.4% | +39.5% | +24.9% | +29.8% |
| All | +279.6% | +134.3% | +145.3% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling