+566.3%
XLP vs LIN
+5,186.7%
-4,620.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.6% | +0.8% | +2.7% |
| 7D | +5.9% | +3.3% | +2.6% | +5.0% |
| 30D | +13.5% | +8.8% | +4.7% | +10.9% |
| 3M | +8.4% | +8.6% | -0.2% | +6.0% |
| 6M | +11.5% | +7.0% | +4.5% | +9.3% |
| YTD | +20.6% | +24.3% | -3.6% | +13.3% |
| 1Y | +24.3% | +27.3% | -2.9% | +16.0% |
| 3Y | +45.1% | +38.9% | +6.1% | +31.6% |
| 5Y | +44.6% | +69.4% | -24.8% | +23.0% |
| 10Y | +133.1% | +440.7% | -307.7% | +44.8% |
| All | +566.3% | +5,186.7% | -4,620.5% | +164.4% |
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