+127.5%
XLP vs LIN
+430.4%
-302.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +3.5% | +3.6% | -0.1% | +2.2% |
| 30D | +11.6% | +6.4% | +5.2% | +9.1% |
| 3M | +7.6% | +6.5% | +1.1% | +5.2% |
| 6M | +10.0% | +4.9% | +5.2% | +7.9% |
| YTD | +19.7% | +23.4% | -3.7% | +10.3% |
| 1Y | +23.5% | +26.3% | -2.9% | +12.7% |
| 3Y | +44.0% | +38.0% | +6.0% | +26.3% |
| 5Y | +42.7% | +68.0% | -25.3% | +14.4% |
| All | +127.5% | +430.4% | -302.9% | +26.3% |
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 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