+63.3%
LIN vs XRT
-5.3%
+68.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.6% |
| 7D | +0.2% | +0.9% | -0.7% | -0.1% |
| 30D | +6.5% | +7.9% | -1.5% | +3.8% |
| 3M | +5.5% | -0.2% | +5.7% | +5.4% |
| 6M | +3.3% | +5.6% | -2.2% | +1.2% |
| YTD | +22.0% | +5.7% | +16.4% | +19.2% |
| 1Y | +25.7% | +14.6% | +11.2% | +19.3% |
| 3Y | +36.2% | +50.7% | -14.4% | +15.1% |
| All | +63.3% | -5.3% | +68.7% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling