+169.9%
XLV vs LIN
+369.2%
-199.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.1% |
| 7D | -4.4% | -4.3% | -0.1% | -2.5% |
| 30D | -1.4% | -5.6% | +4.2% | +1.1% |
| 3M | +8.9% | -9.0% | +17.9% | +13.2% |
| 6M | +9.1% | -2.5% | +11.6% | +9.7% |
| YTD | +7.9% | +9.3% | -1.4% | +3.0% |
| 1Y | +22.7% | -1.0% | +23.8% | +22.2% |
| 3Y | +31.9% | +24.0% | +7.9% | +17.8% |
| 5Y | +34.9% | +59.1% | -24.2% | +5.3% |
| All | +169.9% | +369.2% | -199.4% | +30.7% |
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 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