+427.2%
LIN vs XLRE
+113.6%
+313.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +0.3% | -1.2% | +1.5% | +1.0% |
| 30D | +8.0% | +6.4% | +1.7% | +4.0% |
| 3M | +7.7% | +2.0% | +5.7% | +6.2% |
| 6M | +5.1% | +1.8% | +3.3% | +3.6% |
| YTD | +24.7% | +13.2% | +11.5% | +15.1% |
| 1Y | +25.1% | +10.7% | +14.4% | +16.9% |
| 3Y | +36.8% | +43.7% | -6.9% | +7.3% |
| 5Y | +67.9% | +9.7% | +58.1% | +54.6% |
| 10Y | +427.2% | +112.8% | +314.3% | +231.9% |
| All | +427.2% | +113.6% | +313.6% | +231.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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