+396.6%
BAC vs LIN
+358.9%
+37.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | +1.1% | -2.1% | +3.2% | +2.5% |
| 30D | -0.4% | -2.4% | +2.0% | +1.2% |
| 3M | +16.9% | -5.6% | +22.5% | +20.9% |
| 6M | +26.6% | -3.4% | +30.0% | +28.3% |
| YTD | +15.8% | +13.1% | +2.7% | +4.6% |
| 1Y | +27.2% | +2.5% | +24.7% | +22.7% |
| 3Y | +132.4% | +27.6% | +104.8% | +88.8% |
| 5Y | +72.6% | +63.0% | +9.5% | +13.5% |
| All | +396.6% | +358.9% | +37.7% | +58.6% |
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