+64.1%
XLI vs LIN
+64.4%
-0.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.7% |
| 7D | -2.8% | +0.2% | -3.0% | -3.0% |
| 30D | -3.1% | +6.5% | -9.5% | -6.0% |
| 3M | -11.7% | +5.5% | -17.2% | -14.1% |
| 6M | -7.6% | +3.3% | -10.9% | -9.5% |
| YTD | +5.7% | +22.0% | -16.3% | -5.4% |
| 1Y | +7.8% | +25.7% | -17.9% | -5.1% |
| 3Y | +67.4% | +36.2% | +31.2% | +40.4% |
| All | +64.1% | +64.4% | -0.3% | +23.5% |
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