+88.7%
BAC vs LIN
+38.0%
+50.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -3.0% | -3.4% |
| 7D | -2.7% | +3.6% | -6.3% | -3.8% |
| 30D | -8.0% | +6.4% | -14.4% | -9.9% |
| 3M | -20.9% | +6.5% | -27.4% | -22.6% |
| 6M | -5.4% | +4.9% | -10.2% | -7.2% |
| YTD | -8.1% | +23.4% | -31.5% | -16.6% |
| 1Y | -3.1% | +26.3% | -29.4% | -13.1% |
| All | +88.7% | +38.0% | +50.8% | +68.6% |
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 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