+10.8%
XLI vs LIN
+25.4%
-14.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +3.7% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | -0.2% | +7.6% | -7.8% | -1.4% |
| 3M | -8.6% | +6.5% | -15.1% | -9.5% |
| 6M | -2.0% | +6.2% | -8.2% | -3.1% |
| YTD | +9.7% | +23.2% | -13.5% | +4.8% |
| All | +10.8% | +25.4% | -14.6% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling