+417.5%
LIN vs XOP
+48.6%
+368.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +0.2% | -14.7% | +14.9% | +3.5% |
| 30D | +6.5% | -7.7% | +14.1% | +8.1% |
| 3M | +5.5% | +4.4% | +1.0% | +4.1% |
| 6M | +3.3% | +3.5% | -0.2% | +1.8% |
| YTD | +22.0% | +39.4% | -17.4% | +11.9% |
| 1Y | +25.7% | +39.8% | -14.0% | +15.1% |
| 3Y | +36.2% | +29.7% | +6.6% | +24.8% |
| 5Y | +66.1% | +78.6% | -12.5% | +37.8% |
| All | +417.5% | +48.6% | +368.9% | +288.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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