+925.7%
XLV vs LIN
+4,711.5%
-3,785.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.7% |
| 7D | +0.2% | -2.1% | +2.3% | +0.9% |
| 30D | +4.4% | -2.4% | +6.9% | +5.3% |
| 3M | +13.2% | -5.6% | +18.8% | +15.3% |
| 6M | +10.1% | -3.4% | +13.5% | +11.0% |
| YTD | +11.7% | +13.1% | -1.4% | +6.5% |
| 1Y | +26.9% | +2.5% | +24.5% | +25.1% |
| 3Y | +35.0% | +27.6% | +7.4% | +22.7% |
| 5Y | +35.9% | +63.0% | -27.2% | +12.1% |
| 10Y | +179.0% | +359.3% | -180.3% | +60.3% |
| All | +925.7% | +4,711.5% | -3,785.9% | +224.8% |
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