+67.2%
XLI vs LIN
+38.0%
+29.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.9% |
| 7D | -4.5% | +3.6% | -8.1% | -5.9% |
| 30D | -5.3% | +6.4% | -11.7% | -7.7% |
| 3M | -12.6% | +6.5% | -19.1% | -14.9% |
| 6M | -5.3% | +4.9% | -10.1% | -7.5% |
| YTD | +5.6% | +23.4% | -17.9% | -5.3% |
| 1Y | +7.3% | +26.3% | -19.1% | -5.0% |
| All | +67.2% | +38.0% | +29.2% | +44.8% |
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