+28.9%
XLY vs LIN
+59.6%
-30.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | +0.2% |
| 7D | -0.5% | -3.5% | +2.9% | +1.3% |
| 30D | -4.9% | -4.1% | -0.8% | -2.8% |
| 3M | -1.0% | -6.4% | +5.4% | +1.9% |
| 6M | 0.0% | -2.4% | +2.4% | +0.1% |
| YTD | -4.2% | +10.9% | -15.1% | -11.2% |
| 1Y | -2.7% | 0.0% | -2.7% | -4.3% |
| 3Y | +38.4% | +25.8% | +12.6% | +17.2% |
| 5Y | +28.9% | +60.8% | -31.9% | -9.1% |
| All | +28.9% | +59.6% | -30.7% | -9.1% |
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