+263.2%
BAC vs LIN
+424.3%
-161.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | +0.1% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -7.7% | +6.5% | -14.1% | -11.5% |
| 3M | -21.2% | +5.5% | -26.6% | -24.1% |
| 6M | -6.8% | +3.3% | -10.2% | -9.7% |
| YTD | -8.7% | +22.0% | -30.7% | -21.8% |
| 1Y | -5.3% | +25.7% | -31.0% | -20.7% |
| 3Y | +87.4% | +36.2% | +51.2% | +45.6% |
| 5Y | +18.9% | +66.1% | -47.1% | -22.4% |
| All | +263.2% | +424.3% | -161.1% | +11.2% |
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 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