+33.3%
XLV vs LIN
+59.6%
-26.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.9% | -0.6% | -1.8% |
| 7D | -2.6% | -3.5% | +0.8% | -1.4% |
| 30D | +0.9% | -4.1% | +5.0% | +2.4% |
| 3M | +10.0% | -6.4% | +16.3% | +12.5% |
| 6M | +10.4% | -2.4% | +12.8% | +10.9% |
| YTD | +8.9% | +10.9% | -2.0% | +3.9% |
| 1Y | +23.4% | 0.0% | +23.3% | +22.5% |
| 3Y | +33.1% | +25.8% | +7.3% | +20.4% |
| 5Y | +33.3% | +60.8% | -27.6% | +6.9% |
| All | +33.3% | +59.6% | -26.3% | +6.9% |
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