+1,195.4%
XLY vs LIN
+5,205.0%
-4,009.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.5% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | +7.8% | +8.0% | -0.3% | +3.8% |
| 3M | +1.7% | +7.7% | -6.0% | -2.0% |
| 6M | +1.8% | +5.1% | -3.3% | -1.1% |
| YTD | +2.0% | +24.7% | -22.8% | -9.3% |
| 1Y | +1.8% | +25.1% | -23.2% | -9.6% |
| 3Y | +53.7% | +36.8% | +16.9% | +29.8% |
| 5Y | +24.2% | +67.9% | -43.6% | -5.8% |
| 10Y | +236.3% | +427.2% | -190.9% | +44.9% |
| All | +1,195.4% | +5,205.0% | -4,009.6% | +147.9% |
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