+207.4%
ALAB vs LIN
+14.1%
+193.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.1% | +7.4% | +6.2% |
| 7D | -26.3% | +0.2% | -26.5% | -26.3% |
| 30D | -50.1% | +6.5% | -56.6% | -50.2% |
| 3M | -42.5% | +5.5% | -47.9% | -42.5% |
| 6M | -10.8% | +3.3% | -14.2% | -11.5% |
| YTD | +14.6% | +22.0% | -7.4% | +7.4% |
| 1Y | +17.1% | +25.7% | -8.6% | +8.1% |
| All | +207.4% | +14.1% | +193.3% | +214.0% |
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 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