+1,472.6%
XLK vs LIN
+4,711.5%
-3,238.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | +0.9% | -2.1% | +3.0% | +1.9% |
| 30D | +0.7% | -2.4% | +3.2% | +1.8% |
| 3M | -2.9% | -5.6% | +2.6% | -0.8% |
| 6M | +34.3% | -3.4% | +37.6% | +35.3% |
| YTD | +30.4% | +13.1% | +17.3% | +21.6% |
| 1Y | +43.4% | +2.5% | +40.9% | +39.6% |
| 3Y | +116.8% | +27.6% | +89.2% | +89.4% |
| 5Y | +144.0% | +63.0% | +81.0% | +89.3% |
| 10Y | +778.8% | +359.3% | +419.5% | +326.0% |
| All | +1,472.6% | +4,711.5% | -3,238.9% | +295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling