-3.8%
XLY vs LIN
0.0%
-3.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -1.3% |
| 7D | -2.1% | -4.0% | +1.9% | -1.8% |
| 30D | -6.0% | -4.9% | -1.1% | -5.8% |
| 3M | -2.7% | -9.2% | +6.4% | -2.3% |
| 6M | -1.5% | -2.6% | +1.1% | -2.0% |
| YTD | -5.4% | +10.5% | -16.0% | -8.6% |
| 1Y | -3.8% | -0.1% | -3.7% | -5.6% |
| All | -3.8% | 0.0% | -3.8% | -5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling