+1,254.3%
LIN vs XRT
+514.3%
+740.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -1.5% |
| 7D | -2.1% | +0.8% | -2.9% | -2.5% |
| 30D | -2.4% | -4.2% | +1.8% | -0.4% |
| 3M | -5.6% | +5.1% | -10.7% | -8.1% |
| 6M | -3.4% | +2.4% | -5.8% | -5.2% |
| YTD | +13.1% | +3.2% | +9.9% | +10.4% |
| 1Y | +2.5% | +1.5% | +0.9% | +0.5% |
| 3Y | +27.6% | +40.6% | -13.0% | +3.1% |
| 5Y | +63.0% | -1.0% | +64.0% | +52.7% |
| 10Y | +359.3% | +128.4% | +230.9% | +140.3% |
| All | +1,254.3% | +514.3% | +740.0% | +225.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling