+254.3%
XLI vs LIN
+358.9%
-104.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.0% |
| 7D | -1.1% | -2.1% | +1.1% | +0.2% |
| 30D | -5.9% | -2.4% | -3.5% | -4.7% |
| 3M | -0.3% | -5.6% | +5.3% | +2.6% |
| 6M | +0.1% | -3.4% | +3.5% | +1.3% |
| YTD | +13.6% | +13.1% | +0.5% | +4.4% |
| 1Y | +17.2% | +2.5% | +14.7% | +13.9% |
| 3Y | +68.2% | +27.6% | +40.6% | +41.9% |
| 5Y | +80.7% | +63.0% | +17.7% | +28.3% |
| All | +254.3% | +358.9% | -104.6% | +36.4% |
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