+1,127.6%
XLY vs LIN
+4,711.5%
-3,583.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -0.9% |
| 7D | -2.0% | -2.1% | +0.2% | -0.9% |
| 30D | -3.1% | -2.4% | -0.7% | -2.0% |
| 3M | -1.8% | -5.6% | +3.8% | +0.5% |
| 6M | -0.9% | -3.4% | +2.5% | 0.0% |
| YTD | -3.4% | +13.1% | -16.5% | -9.9% |
| 1Y | -1.5% | +2.5% | -4.0% | -3.8% |
| 3Y | +38.8% | +27.6% | +11.2% | +21.2% |
| 5Y | +30.5% | +63.0% | -32.5% | +0.4% |
| 10Y | +215.3% | +359.3% | -144.0% | +45.1% |
| All | +1,127.6% | +4,711.5% | -3,583.9% | +146.4% |
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 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