+475.0%
LIN vs XLRE
+114.1%
+360.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.8% |
| 7D | +0.2% | +1.9% | -1.7% | -0.9% |
| 30D | +6.5% | +8.5% | -2.0% | +1.5% |
| 3M | +5.5% | -1.0% | +6.5% | +5.9% |
| 6M | +3.3% | 0.0% | +3.3% | +3.0% |
| YTD | +22.0% | +11.7% | +10.4% | +13.8% |
| 1Y | +25.7% | +11.8% | +13.9% | +17.1% |
| 3Y | +36.2% | +40.8% | -4.6% | +9.1% |
| 5Y | +66.1% | +8.2% | +57.9% | +54.6% |
| 10Y | +431.0% | +107.4% | +323.5% | +246.5% |
| All | +475.0% | +114.1% | +360.9% | +272.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling