+101.4%
XLP vs LIN
+358.9%
-257.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -1.0% | -2.1% | +1.1% | -0.2% |
| 30D | -0.9% | -2.4% | +1.5% | 0.0% |
| 3M | +3.8% | -5.6% | +9.4% | +5.8% |
| 6M | -1.7% | -3.4% | +1.7% | -0.9% |
| YTD | +10.3% | +13.1% | -2.9% | +4.8% |
| 1Y | +7.8% | +2.5% | +5.3% | +6.2% |
| 3Y | +27.2% | +27.6% | -0.4% | +14.7% |
| 5Y | +32.5% | +63.0% | -30.5% | +7.0% |
| All | +101.4% | +358.9% | -257.5% | +13.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling