+1,117.4%
XLI vs LIN
+4,711.5%
-3,594.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | -0.3% | -5.6% | +5.3% | +2.3% |
| 6M | +0.1% | -3.4% | +3.5% | +1.2% |
| YTD | +13.6% | +13.1% | +0.5% | +5.7% |
| 1Y | +17.2% | +2.5% | +14.7% | +14.4% |
| 3Y | +68.2% | +27.6% | +40.6% | +45.8% |
| 5Y | +80.7% | +63.0% | +17.7% | +35.9% |
| 10Y | +253.3% | +359.3% | -106.0% | +55.1% |
| All | +1,117.4% | +4,711.5% | -3,594.1% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling