+23.5%
XLY vs LIN
+63.8%
-40.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.4% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +7.2% | +7.6% | -0.3% | +3.2% |
| 3M | +1.2% | +6.5% | -5.4% | -2.2% |
| 6M | +1.1% | +6.2% | -5.1% | -2.8% |
| YTD | +2.0% | +23.2% | -21.3% | -10.7% |
| 1Y | +3.5% | +25.4% | -22.0% | -10.4% |
| 3Y | +56.3% | +38.3% | +18.0% | +25.9% |
| 5Y | +23.5% | +64.4% | -41.0% | -14.4% |
| All | +23.5% | +63.8% | -40.3% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling