+284.2%
LIN vs XLC
+137.1%
+147.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +0.3% | +3.5% | -3.1% | -1.6% |
| 30D | +8.0% | -2.6% | +10.6% | +9.5% |
| 3M | +7.7% | -2.1% | +9.8% | +8.6% |
| 6M | +5.1% | -5.5% | +10.6% | +7.8% |
| YTD | +24.7% | -6.9% | +31.6% | +28.7% |
| 1Y | +25.1% | -3.7% | +28.8% | +26.4% |
| 3Y | +36.8% | +64.2% | -27.3% | -2.1% |
| 5Y | +67.9% | +43.0% | +24.8% | +30.3% |
| All | +284.2% | +137.1% | +147.1% | +94.3% |
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