+44.6%
XLP vs LIN
+70.5%
-25.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +2.5% |
| 7D | +5.9% | +3.3% | +2.6% | +4.8% |
| 30D | +13.5% | +8.8% | +4.7% | +10.5% |
| 3M | +8.4% | +8.6% | -0.2% | +5.6% |
| 6M | +11.5% | +7.0% | +4.5% | +8.9% |
| YTD | +20.6% | +24.3% | -3.6% | +11.9% |
| 1Y | +24.3% | +27.3% | -2.9% | +14.4% |
| 3Y | +45.1% | +38.9% | +6.1% | +29.2% |
| 5Y | +44.6% | +69.4% | -24.8% | +18.3% |
| All | +44.6% | +70.5% | -25.9% | +18.3% |
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