+19.4%
XLK vs LIN
+24.8%
-5.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -1.9% |
| 7D | +3.4% | +2.1% | +1.3% | +3.7% |
| 30D | -10.6% | +6.8% | -17.4% | -9.6% |
| 3M | -10.6% | +10.4% | -21.0% | -9.3% |
| 6M | -3.5% | +3.2% | -6.6% | -2.8% |
| YTD | +18.7% | +24.6% | -5.9% | +22.2% |
| 1Y | +19.4% | +24.4% | -5.0% | +22.9% |
| All | +19.4% | +24.8% | -5.4% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling