+418.7%
XLF vs LIN
+5,151.4%
-4,732.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.5% |
| 7D | +1.0% | +3.6% | -2.6% | -1.1% |
| 30D | +6.5% | +6.4% | +0.1% | +2.6% |
| 3M | -0.5% | +6.5% | -7.0% | -4.3% |
| 6M | +12.2% | +4.9% | +7.4% | +8.4% |
| YTD | +6.3% | +23.4% | -17.2% | -7.4% |
| 1Y | +11.0% | +26.3% | -15.3% | -4.7% |
| 3Y | +78.3% | +38.0% | +40.3% | +43.9% |
| 5Y | +56.6% | +68.0% | -11.4% | +10.4% |
| 10Y | +254.6% | +437.1% | -182.6% | +23.2% |
| All | +418.7% | +5,151.4% | -4,732.7% | -18.3% |
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 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