+223.5%
C vs LIN
+424.3%
-200.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.7% | +1.3% |
| 7D | -2.4% | +0.2% | -2.6% | -2.5% |
| 30D | -6.0% | +6.5% | -12.4% | -10.2% |
| 3M | -10.5% | +5.5% | -16.0% | -14.2% |
| 6M | -5.7% | +3.3% | -9.0% | -8.9% |
| YTD | +4.1% | +22.0% | -17.9% | -12.0% |
| 1Y | +20.5% | +25.7% | -5.3% | -0.7% |
| 3Y | +208.1% | +36.2% | +171.9% | +135.5% |
| 5Y | +110.4% | +66.1% | +44.4% | +33.5% |
| All | +223.5% | +424.3% | -200.8% | -6.2% |
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