+167.2%
XLE vs LIN
+424.3%
-257.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.6% |
| 7D | -12.0% | +0.2% | -12.2% | -12.2% |
| 30D | -2.7% | +6.5% | -9.2% | -6.3% |
| 3M | +6.6% | +5.5% | +1.1% | +3.1% |
| 6M | +9.5% | +3.3% | +6.2% | +6.5% |
| YTD | +40.6% | +22.0% | +18.5% | +23.1% |
| 1Y | +43.6% | +25.7% | +17.9% | +23.3% |
| 3Y | +58.1% | +36.2% | +21.8% | +27.1% |
| 5Y | +152.2% | +66.1% | +86.1% | +73.4% |
| All | +167.2% | +424.3% | -257.1% | -3.2% |
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