+43.6%
XLE vs LIN
+25.4%
+18.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | -12.0% | +0.2% | -12.2% | -12.0% |
| 30D | -2.7% | +6.5% | -9.2% | -3.0% |
| 3M | +6.6% | +5.5% | +1.1% | +6.3% |
| 6M | +9.5% | +3.3% | +6.2% | +9.0% |
| YTD | +40.6% | +22.0% | +18.5% | +36.1% |
| 1Y | +43.6% | +25.7% | +17.9% | +40.5% |
| All | +43.6% | +25.4% | +18.2% | +40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling