+161.1%
XLU vs LIN
+420.6%
-259.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.3% |
| 7D | +1.2% | +0.2% | +0.9% | +1.1% |
| 30D | +4.6% | +6.2% | -1.5% | +2.2% |
| 3M | +0.7% | +9.3% | -8.7% | -2.8% |
| 6M | -1.7% | +4.4% | -6.1% | -3.7% |
| YTD | +4.8% | +23.7% | -19.0% | -4.2% |
| 1Y | +0.2% | +23.5% | -23.2% | -8.3% |
| 3Y | +58.9% | +35.8% | +23.1% | +38.6% |
| 5Y | +52.8% | +65.9% | -13.1% | +20.9% |
| All | +161.1% | +420.6% | -259.5% | +39.2% |
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