+699.4%
XLK vs LIN
+430.8%
+268.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.1% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -14.0% | +7.6% | -21.6% | -17.9% |
| 3M | -9.0% | +6.5% | -15.5% | -12.8% |
| 6M | -2.4% | +6.2% | -8.6% | -7.0% |
| YTD | +19.1% | +23.2% | -4.1% | +2.6% |
| 1Y | +19.2% | +25.4% | -6.2% | +1.2% |
| 3Y | +99.1% | +38.3% | +60.8% | +56.8% |
| 5Y | +112.0% | +64.4% | +47.6% | +46.9% |
| 10Y | +699.4% | +417.3% | +282.1% | +188.6% |
| All | +699.4% | +430.8% | +268.6% | +188.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling