+227.3%
XLI vs LIN
+420.6%
-193.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +4.3% | +0.2% | +4.0% | +4.2% |
| 30D | +0.5% | +6.2% | -5.7% | -3.1% |
| 3M | -8.6% | +9.3% | -17.9% | -13.4% |
| 6M | -2.3% | +4.4% | -6.7% | -5.3% |
| YTD | +10.1% | +23.7% | -13.6% | -4.1% |
| 1Y | +11.0% | +23.5% | -12.5% | -3.3% |
| 3Y | +72.3% | +35.8% | +36.5% | +40.3% |
| 5Y | +70.8% | +65.9% | +5.0% | +20.7% |
| All | +227.3% | +420.6% | -193.3% | +20.7% |
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