+52.9%
XLU vs LIN
+36.4%
+16.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.1% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +4.8% | +6.5% | -1.6% | +3.0% |
| 3M | +0.2% | +5.5% | -5.3% | -1.4% |
| 6M | -4.3% | +3.3% | -7.7% | -5.4% |
| YTD | +3.1% | +22.0% | -18.9% | -3.2% |
| 1Y | +0.3% | +25.7% | -25.4% | -6.8% |
| 3Y | +52.9% | +36.2% | +16.7% | +37.5% |
| All | +52.9% | +36.4% | +16.5% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling