+120.4%
C vs LIN
+70.5%
+50.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.4% |
| 7D | +1.1% | +3.3% | -2.2% | -0.5% |
| 30D | -2.4% | +8.8% | -11.2% | -6.5% |
| 3M | -8.4% | +8.6% | -17.0% | -12.2% |
| 6M | +0.3% | +7.0% | -6.7% | -3.7% |
| YTD | +9.1% | +24.3% | -15.2% | -4.4% |
| 1Y | +26.0% | +27.3% | -1.2% | +8.8% |
| 3Y | +221.2% | +38.9% | +182.2% | +162.4% |
| 5Y | +120.4% | +69.4% | +51.1% | +47.4% |
| All | +120.4% | +70.5% | +50.0% | +47.4% |
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