+1,027.9%
XLV vs LIN
+5,164.1%
-4,136.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +1.6% | +0.2% | +1.3% | +1.5% |
| 30D | +10.7% | +6.2% | +4.5% | +8.4% |
| 3M | +11.9% | +9.3% | +2.6% | +8.5% |
| 6M | +29.8% | +4.4% | +25.5% | +27.6% |
| YTD | +22.8% | +23.7% | -0.9% | +13.5% |
| 1Y | +25.0% | +23.5% | +1.5% | +15.5% |
| 3Y | +56.4% | +35.8% | +20.6% | +39.2% |
| 5Y | +52.3% | +65.9% | -13.6% | +24.8% |
| 10Y | +215.0% | +423.1% | -208.1% | +73.2% |
| All | +1,027.9% | +5,164.1% | -4,136.1% | +246.1% |
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