+167.2%
XLE vs LIN
+430.4%
-263.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.6% |
| 7D | -10.3% | +3.6% | -13.9% | -12.2% |
| 30D | -3.3% | +6.4% | -9.7% | -6.8% |
| 3M | +8.2% | +6.5% | +1.7% | +4.0% |
| 6M | +5.0% | +4.9% | +0.2% | +1.3% |
| YTD | +40.6% | +23.4% | +17.1% | +22.3% |
| 1Y | +45.0% | +26.3% | +18.7% | +24.2% |
| 3Y | +56.3% | +38.0% | +18.3% | +24.8% |
| 5Y | +152.2% | +68.0% | +84.2% | +72.4% |
| All | +167.2% | +430.4% | -263.1% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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