+191.6%
XOM vs LIN
+430.8%
-239.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.2% |
| 7D | -8.3% | +0.1% | -8.4% | -8.4% |
| 30D | -2.5% | +7.6% | -10.1% | -5.9% |
| 3M | +8.3% | +6.5% | +1.8% | +4.9% |
| 6M | +15.5% | +6.2% | +9.3% | +11.4% |
| YTD | +39.6% | +23.2% | +16.4% | +24.7% |
| 1Y | +44.6% | +25.4% | +19.2% | +27.9% |
| 3Y | +76.6% | +38.3% | +38.3% | +46.5% |
| 5Y | +195.8% | +64.4% | +131.4% | +119.0% |
| 10Y | +191.6% | +417.3% | -225.7% | +21.7% |
| All | +191.6% | +430.8% | -239.2% | +21.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling