+103.5%
XLK vs LIN
+64.4%
+39.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.0% |
| 7D | -8.2% | +0.2% | -8.4% | -8.4% |
| 30D | -18.2% | +6.5% | -24.7% | -21.0% |
| 3M | -11.0% | +5.5% | -16.5% | -13.8% |
| 6M | -2.9% | +3.3% | -6.2% | -5.5% |
| YTD | +14.8% | +22.0% | -7.2% | +0.2% |
| 1Y | +14.5% | +25.7% | -11.2% | -2.1% |
| 3Y | +94.2% | +36.2% | +58.0% | +55.4% |
| All | +103.5% | +64.4% | +39.1% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling