+136.6%
XLU vs LIN
+369.2%
-232.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -1.2% | -4.3% | +3.1% | +0.5% |
| 30D | -2.5% | -5.6% | +3.0% | -0.5% |
| 3M | -2.7% | -9.0% | +6.3% | +0.6% |
| 6M | -7.5% | -2.5% | -5.0% | -7.0% |
| YTD | +0.9% | +9.3% | -8.4% | -3.1% |
| 1Y | +3.3% | -1.0% | +4.3% | +2.9% |
| 3Y | +47.3% | +24.0% | +23.3% | +33.0% |
| 5Y | +44.4% | +59.1% | -14.7% | +15.7% |
| All | +136.6% | +369.2% | -232.6% | +33.4% |
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 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