+212.8%
XOM vs LIN
+65.5%
+147.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +2.0% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | -2.5% | +6.2% | -8.6% | -4.1% |
| 3M | +7.0% | +9.3% | -2.4% | +4.3% |
| 6M | +14.2% | +4.4% | +9.8% | +12.5% |
| YTD | +43.9% | +23.7% | +20.2% | +34.5% |
| 1Y | +47.9% | +23.5% | +24.4% | +38.3% |
| 3Y | +80.6% | +35.8% | +44.8% | +63.7% |
| 5Y | +212.8% | +65.9% | +146.9% | +172.2% |
| All | +212.8% | +65.5% | +147.3% | +172.2% |
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