+69.9%
XLI vs LIN
+67.2%
+2.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +3.8% | +2.1% | +1.7% | +2.8% |
| 30D | +1.0% | +6.8% | -5.7% | -2.1% |
| 3M | -8.9% | +10.4% | -19.3% | -13.2% |
| 6M | -2.3% | +3.2% | -5.4% | -4.2% |
| YTD | +9.7% | +24.6% | -14.9% | -2.8% |
| 1Y | +12.3% | +24.4% | -12.1% | -0.4% |
| 3Y | +71.5% | +36.7% | +34.7% | +43.7% |
| All | +69.9% | +67.2% | +2.7% | +25.1% |
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