+53.4%
XLV vs LIN
+63.8%
-10.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +10.3% | +7.6% | +2.7% | +7.3% |
| 3M | +14.1% | +6.5% | +7.6% | +11.4% |
| 6M | +32.3% | +6.2% | +26.1% | +29.1% |
| YTD | +23.2% | +23.2% | -0.1% | +13.1% |
| 1Y | +31.0% | +25.4% | +5.6% | +19.4% |
| 3Y | +57.7% | +38.3% | +19.4% | +38.0% |
| 5Y | +53.4% | +64.4% | -11.0% | +23.3% |
| All | +53.4% | +63.8% | -10.3% | +23.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling