+431.5%
LIN vs XLRE
+112.9%
+318.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.1% | +0.8% | +1.3% | +1.6% |
| 30D | +6.8% | +6.9% | -0.2% | +2.5% |
| 3M | +10.4% | -0.8% | +11.2% | +10.8% |
| 6M | +3.2% | +2.1% | +1.1% | +1.6% |
| YTD | +24.6% | +12.6% | +12.0% | +15.3% |
| 1Y | +24.4% | +12.5% | +11.9% | +15.1% |
| 3Y | +36.7% | +44.2% | -7.5% | +6.9% |
| 5Y | +67.0% | +9.1% | +57.9% | +54.3% |
| All | +431.5% | +112.9% | +318.5% | +233.5% |
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