+8.1%
XLU vs LIN
+1.1%
+7.0%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | +2.1% | -3.5% | +5.6% | +2.7% |
| 30D | -0.4% | -4.1% | +3.7% | +0.3% |
| 3M | +0.5% | -6.4% | +6.9% | +1.6% |
| 6M | -5.8% | -2.4% | -3.4% | -5.4% |
| YTD | +3.1% | +10.9% | -7.8% | +2.1% |
| 1Y | +8.1% | 0.0% | +8.1% | +8.0% |
| All | +8.1% | +1.1% | +7.0% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling