+1,284.9%
XLK vs LIN
+5,091.1%
-3,806.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.7% |
| 3M | -11.0% | +5.5% | -16.5% | -13.5% |
| 6M | -2.9% | +3.3% | -6.2% | -5.2% |
| YTD | +14.8% | +22.0% | -7.2% | +3.1% |
| 1Y | +14.5% | +25.7% | -11.2% | +1.2% |
| 3Y | +94.2% | +36.2% | +58.0% | +64.3% |
| 5Y | +104.6% | +66.1% | +38.6% | +56.9% |
| 10Y | +690.2% | +431.0% | +259.3% | +258.3% |
| All | +1,284.9% | +5,091.1% | -3,806.2% | +235.2% |
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