+71.1%
XLI vs LIN
+27.3%
+43.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | -1.1% | -2.1% | +1.1% | -0.2% |
| 30D | -5.9% | -2.4% | -3.5% | -5.0% |
| 3M | -0.3% | -5.6% | +5.3% | +1.8% |
| 6M | +0.1% | -3.4% | +3.5% | +1.0% |
| YTD | +13.6% | +13.1% | +0.5% | +5.5% |
| 1Y | +17.2% | +2.5% | +14.7% | +14.8% |
| All | +71.1% | +27.3% | +43.8% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling