+431.5%
LIN vs XRT
+136.4%
+295.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +2.1% | +1.7% | +0.4% | +1.4% |
| 30D | +6.8% | +7.5% | -0.7% | +3.7% |
| 3M | +10.4% | +2.2% | +8.2% | +9.2% |
| 6M | +3.2% | +14.7% | -11.5% | -2.5% |
| YTD | +24.6% | +7.5% | +17.1% | +20.3% |
| 1Y | +24.4% | +14.1% | +10.3% | +17.2% |
| 3Y | +36.7% | +58.8% | -22.0% | +10.5% |
| 5Y | +67.0% | -3.9% | +70.9% | +62.5% |
| All | +431.5% | +136.4% | +295.1% | +189.7% |
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