+111.4%
XLK vs LIN
+67.2%
+44.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.4% |
| 7D | +3.4% | +2.1% | +1.3% | +2.3% |
| 30D | -10.6% | +6.8% | -17.4% | -13.7% |
| 3M | -10.6% | +10.4% | -21.0% | -15.4% |
| 6M | -3.5% | +3.2% | -6.6% | -5.9% |
| YTD | +18.7% | +24.6% | -5.9% | +2.5% |
| 1Y | +19.4% | +24.4% | -5.0% | +3.1% |
| 3Y | +94.5% | +36.7% | +57.7% | +55.8% |
| All | +111.4% | +67.2% | +44.3% | +42.3% |
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