-40.7%
AAL vs LIN
+68.3%
-109.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.7% | -4.5% | -4.6% |
| 7D | +1.2% | +3.6% | -2.4% | -1.3% |
| 30D | -0.5% | +6.4% | -6.9% | -4.9% |
| 3M | -22.0% | +6.5% | -28.5% | -25.6% |
| 6M | +4.5% | +4.9% | -0.3% | +0.5% |
| YTD | -15.7% | +23.4% | -39.1% | -29.8% |
| 1Y | -3.7% | +26.3% | -30.0% | -21.4% |
| 3Y | +7.9% | +38.0% | -30.1% | -18.9% |
| 5Y | -40.7% | +68.0% | -108.7% | -66.2% |
| All | -40.7% | +68.3% | -109.0% | -66.2% |
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