+1,034.3%
XLV vs LIN
+5,156.9%
-4,122.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.6% | +2.0% | +0.6% | +2.0% |
| 30D | +10.6% | +7.9% | +2.7% | +7.7% |
| 3M | +12.6% | +6.3% | +6.3% | +10.1% |
| 6M | +32.7% | +6.5% | +26.2% | +29.5% |
| YTD | +23.5% | +23.6% | 0.0% | +14.2% |
| 1Y | +30.4% | +25.7% | +4.7% | +19.8% |
| 3Y | +57.3% | +35.6% | +21.6% | +40.0% |
| 5Y | +53.4% | +65.9% | -12.4% | +25.8% |
| 10Y | +212.0% | +412.1% | -200.0% | +72.8% |
| All | +1,034.3% | +5,156.9% | -4,122.7% | +248.2% |
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