+217.7%
XLF vs LIN
+424.2%
-206.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +2.7% | +2.1% | +0.6% | +1.4% |
| 30D | +7.6% | +6.8% | +0.9% | +3.4% |
| 3M | +1.1% | +10.4% | -9.3% | -5.0% |
| 6M | +15.9% | +3.2% | +12.7% | +13.1% |
| YTD | +8.4% | +24.6% | -16.1% | -6.8% |
| 1Y | +12.5% | +24.4% | -11.9% | -3.3% |
| 3Y | +81.6% | +36.7% | +44.8% | +45.3% |
| 5Y | +59.3% | +67.0% | -7.8% | +9.5% |
| All | +217.7% | +424.2% | -206.5% | +11.3% |
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