+236.3%
XLY vs LIN
+418.8%
-182.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.3% |
| 30D | +7.8% | +8.0% | -0.3% | +3.4% |
| 3M | +1.7% | +7.7% | -6.0% | -2.3% |
| 6M | +1.8% | +5.1% | -3.3% | -1.5% |
| YTD | +2.0% | +24.7% | -22.8% | -10.8% |
| 1Y | +1.8% | +25.1% | -23.2% | -11.2% |
| 3Y | +53.7% | +36.8% | +16.9% | +26.3% |
| 5Y | +24.2% | +67.9% | -43.6% | -10.3% |
| 10Y | +236.3% | +427.2% | -190.9% | +40.8% |
| All | +236.3% | +418.8% | -182.6% | +40.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling