+259.9%
ALAB vs LIN
+16.2%
+243.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.0% | -4.3% |
| 7D | -24.9% | +3.3% | -28.1% | -24.8% |
| 30D | -38.4% | +8.8% | -47.2% | -38.4% |
| 3M | -38.3% | +8.6% | -46.9% | -38.4% |
| 6M | +10.9% | +7.0% | +3.9% | +9.8% |
| YTD | +34.2% | +24.3% | +9.9% | +25.8% |
| 1Y | +24.5% | +27.3% | -2.7% | +15.5% |
| All | +259.9% | +16.2% | +243.7% | +267.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling