+83.9%
XLI vs LIN
+61.6%
+22.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | -1.1% | -2.1% | +1.1% | 0.0% |
| 30D | -5.9% | -2.4% | -3.5% | -4.9% |
| 3M | -0.3% | -5.6% | +5.3% | +2.2% |
| 6M | +0.1% | -3.4% | +3.5% | +1.1% |
| YTD | +13.6% | +13.1% | +0.5% | +5.5% |
| 1Y | +17.2% | +2.5% | +14.7% | +14.5% |
| 3Y | +68.2% | +27.6% | +40.6% | +45.6% |
| All | +83.9% | +61.6% | +22.3% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling