+455.5%
AXP vs LIN
+430.4%
+25.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.8% |
| 7D | +0.4% | +3.6% | -3.2% | -2.2% |
| 30D | +7.0% | +6.4% | +0.7% | +2.2% |
| 3M | -6.6% | +6.5% | -13.1% | -11.0% |
| 6M | +3.5% | +4.9% | -1.4% | -1.0% |
| YTD | -11.2% | +23.4% | -34.6% | -25.8% |
| 1Y | -10.2% | +26.3% | -36.5% | -26.3% |
| 3Y | +120.0% | +38.0% | +82.1% | +66.6% |
| 5Y | +95.6% | +68.0% | +27.6% | +24.2% |
| All | +455.5% | +430.4% | +25.1% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling