+719.7%
XLK vs LIN
+424.2%
+295.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.4% |
| 7D | +3.4% | +2.1% | +1.3% | +2.1% |
| 30D | -10.6% | +6.8% | -17.4% | -14.2% |
| 3M | -10.6% | +10.4% | -21.0% | -16.1% |
| 6M | -3.5% | +3.2% | -6.6% | -6.3% |
| YTD | +18.7% | +24.6% | -5.9% | +1.5% |
| 1Y | +19.4% | +24.4% | -5.0% | +2.0% |
| 3Y | +94.5% | +36.7% | +57.7% | +54.3% |
| 5Y | +111.2% | +67.0% | +44.2% | +44.8% |
| All | +719.7% | +424.2% | +295.5% | +189.0% |
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