+1,024.7%
XLE vs LIN
+4,711.5%
-3,686.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | +2.2% | -2.1% | +4.3% | +3.4% |
| 30D | +11.8% | -2.4% | +14.2% | +13.2% |
| 3M | +9.8% | -5.6% | +15.4% | +12.6% |
| 6M | +15.6% | -3.4% | +19.0% | +16.7% |
| YTD | +45.3% | +13.1% | +32.1% | +34.4% |
| 1Y | +48.3% | +2.5% | +45.8% | +44.3% |
| 3Y | +55.4% | +27.6% | +27.8% | +32.6% |
| 5Y | +216.1% | +63.0% | +153.1% | +129.4% |
| 10Y | +178.4% | +359.3% | -180.9% | +14.5% |
| All | +1,024.7% | +4,711.5% | -3,686.8% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling