-1.4%
ALAB vs LIN
+26.9%
-28.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.7% | -18.9% | -20.2% |
| 7D | -38.2% | +3.6% | -41.8% | -36.0% |
| 30D | -54.0% | +6.4% | -60.3% | -51.2% |
| 3M | -43.6% | +6.5% | -50.1% | -40.3% |
| 6M | -16.8% | +4.9% | -21.7% | -12.7% |
| YTD | +7.9% | +23.4% | -15.6% | +48.5% |
| 1Y | -1.4% | +26.3% | -27.7% | +45.2% |
| All | -1.4% | +26.9% | -28.3% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling