+283.8%
LIN vs XLC
+137.2%
+146.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.1% |
| 7D | +2.1% | +3.7% | -1.6% | 0.0% |
| 30D | +6.8% | -1.9% | +8.7% | +7.8% |
| 3M | +10.4% | -3.1% | +13.5% | +12.0% |
| 6M | +3.2% | -6.4% | +9.5% | +6.4% |
| YTD | +24.6% | -6.8% | +31.4% | +28.5% |
| 1Y | +24.4% | -1.7% | +26.1% | +24.1% |
| 3Y | +36.7% | +64.7% | -27.9% | -2.4% |
| 5Y | +67.0% | +41.1% | +25.9% | +31.0% |
| All | +283.8% | +137.2% | +146.5% | +94.1% |
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