+20.6%
BAC vs LIN
+66.9%
-46.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -7.2% | +8.0% | -15.2% | -10.7% |
| 3M | -20.4% | +7.7% | -28.1% | -23.4% |
| 6M | +1.3% | +5.1% | -3.8% | -1.7% |
| YTD | -6.4% | +24.7% | -31.1% | -17.8% |
| 1Y | -3.5% | +25.1% | -28.6% | -15.4% |
| 3Y | +96.7% | +36.8% | +59.9% | +62.0% |
| 5Y | +20.6% | +67.9% | -47.3% | -19.8% |
| All | +20.6% | +66.9% | -46.3% | -19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling