+369.0%
LIN vs XLRE
+82.9%
+286.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.3% |
| 7D | -4.0% | -0.7% | -3.2% | -3.5% |
| 30D | -4.9% | -2.2% | -2.7% | -3.7% |
| 3M | -9.2% | -2.6% | -6.6% | -7.9% |
| 6M | -2.6% | +2.6% | -5.1% | -4.4% |
| YTD | +10.5% | +9.3% | +1.3% | +4.3% |
| 1Y | -0.1% | +7.2% | -7.3% | -4.7% |
| 3Y | +25.4% | +31.3% | -6.0% | +4.0% |
| 5Y | +59.7% | +8.1% | +51.5% | +48.4% |
| 10Y | +369.0% | +88.9% | +280.0% | +212.1% |
| All | +369.0% | +82.9% | +286.1% | +212.1% |
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