+36.9%
LIN vs XLC
+60.0%
-23.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | +0.2% | +4.9% | -4.7% | -1.4% |
| 30D | +6.5% | -5.8% | +12.3% | +8.5% |
| 3M | +5.5% | -5.4% | +10.9% | +7.2% |
| 6M | +3.3% | -10.2% | +13.5% | +7.1% |
| YTD | +22.0% | -10.2% | +32.2% | +26.4% |
| 1Y | +25.7% | -5.6% | +31.4% | +27.3% |
| All | +36.9% | +60.0% | -23.1% | +17.5% |
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