+54.8%
XLF vs LIN
+64.4%
-9.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.6% | 0.0% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +6.3% | +6.5% | -0.1% | +3.0% |
| 3M | -0.8% | +5.5% | -6.3% | -3.5% |
| 6M | +11.0% | +3.3% | +7.7% | +8.7% |
| YTD | +5.6% | +22.0% | -16.4% | -6.3% |
| 1Y | +10.8% | +25.7% | -15.0% | -3.4% |
| 3Y | +77.8% | +36.2% | +41.6% | +47.1% |
| All | +54.8% | +64.4% | -9.6% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling