+98.4%
XLK vs LIN
+37.0%
+61.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.1% |
| 7D | +7.0% | +0.2% | +6.8% | +6.9% |
| 30D | -11.5% | +6.2% | -17.6% | -13.1% |
| 3M | -7.9% | +9.3% | -17.2% | -10.5% |
| 6M | -0.6% | +4.4% | -4.9% | -2.4% |
| YTD | +21.1% | +23.7% | -2.6% | +9.2% |
| 1Y | +18.8% | +23.5% | -4.6% | +7.3% |
| All | +98.4% | +37.0% | +61.5% | +78.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling