+87.4%
BAC vs LIN
+36.4%
+51.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.3% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -7.7% | +6.5% | -14.1% | -9.6% |
| 3M | -21.2% | +5.5% | -26.6% | -22.6% |
| 6M | -6.8% | +3.3% | -10.2% | -8.2% |
| YTD | -8.7% | +22.0% | -30.7% | -16.8% |
| 1Y | -5.3% | +25.7% | -31.0% | -15.0% |
| 3Y | +87.4% | +36.2% | +51.2% | +68.1% |
| All | +87.4% | +36.4% | +51.1% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling