+45.0%
XLE vs LIN
+26.9%
+18.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.0% |
| 7D | -10.3% | +3.6% | -13.9% | -10.4% |
| 30D | -3.3% | +6.4% | -9.7% | -3.5% |
| 3M | +8.2% | +6.5% | +1.7% | +7.9% |
| 6M | +5.0% | +4.9% | +0.2% | +4.5% |
| YTD | +40.6% | +23.4% | +17.1% | +36.4% |
| 1Y | +45.0% | +26.3% | +18.7% | +42.4% |
| All | +45.0% | +26.9% | +18.1% | +42.4% |
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