+412.1%
LIN vs XRT
+147.6%
+264.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +2.0% | +4.1% | -2.1% | +0.4% |
| 30D | +7.9% | +9.9% | -2.1% | +3.9% |
| 3M | +6.3% | +2.3% | +4.0% | +5.2% |
| 6M | +6.5% | +9.6% | -3.1% | +2.4% |
| YTD | +23.6% | +9.1% | +14.4% | +18.6% |
| 1Y | +25.7% | +16.2% | +9.5% | +17.6% |
| 3Y | +35.6% | +60.1% | -24.5% | +9.4% |
| 5Y | +65.9% | -0.5% | +66.3% | +59.0% |
| 10Y | +412.1% | +145.1% | +266.9% | +177.8% |
| All | +412.1% | +147.6% | +264.5% | +177.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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