+80.1%
XLF vs LIN
+38.5%
+41.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +1.9% | +2.0% | -0.1% | +1.1% |
| 30D | +6.5% | +7.9% | -1.4% | +3.3% |
| 3M | +1.2% | +6.3% | -5.1% | -1.3% |
| 6M | +14.6% | +6.5% | +8.1% | +11.2% |
| YTD | +7.7% | +23.6% | -15.8% | -3.7% |
| 1Y | +11.8% | +25.7% | -13.9% | -1.0% |
| 3Y | +80.1% | +35.6% | +44.5% | +58.8% |
| All | +80.1% | +38.5% | +41.6% | +58.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling