+205.4%
XOM vs LIN
+424.2%
-218.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | +2.8% | +2.1% | +0.7% | +1.8% |
| 30D | -3.6% | +6.8% | -10.4% | -6.7% |
| 3M | +8.2% | +10.4% | -2.1% | +3.1% |
| 6M | +14.0% | +3.2% | +10.9% | +11.6% |
| YTD | +44.6% | +24.6% | +20.0% | +28.5% |
| 1Y | +47.8% | +24.4% | +23.4% | +31.3% |
| 3Y | +79.6% | +36.7% | +42.8% | +50.0% |
| 5Y | +214.3% | +67.0% | +147.3% | +130.8% |
| All | +205.4% | +424.2% | -218.7% | +29.0% |
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