+11.9%
XLF vs LIN
+25.4%
-13.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +6.5% | +8.0% | -1.5% | +5.4% |
| 3M | +1.8% | +7.7% | -5.9% | +0.8% |
| 6M | +15.4% | +5.1% | +10.3% | +14.7% |
| YTD | +8.4% | +24.7% | -16.3% | +2.4% |
| 1Y | +11.9% | +25.1% | -13.2% | +6.8% |
| All | +11.9% | +25.4% | -13.4% | +6.8% |
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 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