+30.0%
LIN vs XLC
+72.9%
-42.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | -2.4% | +1.0% | -3.5% | -2.8% |
| 3M | -5.6% | -0.7% | -4.9% | -5.4% |
| 6M | -3.4% | -5.1% | +1.8% | -1.4% |
| YTD | +13.1% | -4.3% | +17.4% | +14.9% |
| 1Y | +2.5% | -0.6% | +3.0% | +2.2% |
| All | +30.0% | +72.9% | -42.8% | +4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling