+649.7%
XLU vs LIN
+5,091.1%
-4,441.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | 0.0% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | +4.8% | +6.5% | -1.6% | +2.8% |
| 3M | +0.2% | +5.5% | -5.3% | -1.6% |
| 6M | -4.3% | +3.3% | -7.7% | -5.6% |
| YTD | +3.1% | +22.0% | -18.9% | -3.5% |
| 1Y | +0.3% | +25.7% | -25.4% | -7.1% |
| 3Y | +52.9% | +36.2% | +16.7% | +37.2% |
| 5Y | +49.1% | +66.1% | -16.9% | +24.2% |
| 10Y | +146.6% | +431.0% | -284.4% | +42.0% |
| All | +649.7% | +5,091.1% | -4,441.4% | +167.7% |
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