+1,021.9%
XLE vs LIN
+5,186.7%
-4,164.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.6% | -7.3% | -6.1% |
| 7D | -7.2% | +3.3% | -10.5% | -8.9% |
| 30D | +0.1% | +8.8% | -8.7% | -4.5% |
| 3M | +9.2% | +8.6% | +0.6% | +4.1% |
| 6M | +8.4% | +7.0% | +1.4% | +3.6% |
| YTD | +44.9% | +24.3% | +20.6% | +27.1% |
| 1Y | +49.9% | +27.3% | +22.6% | +29.5% |
| 3Y | +61.1% | +38.9% | +22.2% | +31.2% |
| 5Y | +163.4% | +69.4% | +94.0% | +87.1% |
| 10Y | +181.4% | +440.7% | -259.4% | +5.8% |
| All | +1,021.9% | +5,186.7% | -4,164.9% | +113.5% |
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 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