+130.7%
C vs LIN
+61.6%
+69.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.2% |
| 7D | +3.6% | -2.1% | +5.7% | +4.7% |
| 30D | +0.1% | -2.4% | +2.5% | +1.2% |
| 3M | +2.4% | -5.6% | +8.0% | +4.9% |
| 6M | +24.9% | -3.4% | +28.3% | +26.0% |
| YTD | +19.8% | +13.1% | +6.7% | +10.1% |
| 1Y | +44.9% | +2.5% | +42.4% | +40.8% |
| 3Y | +263.0% | +27.6% | +235.4% | +209.1% |
| All | +130.7% | +61.6% | +69.1% | +63.8% |
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