+109.4%
C vs LIN
+68.3%
+41.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.7% | -4.4% | -4.7% |
| 7D | -5.3% | +3.6% | -8.9% | -6.9% |
| 30D | -7.3% | +6.4% | -13.7% | -10.2% |
| 3M | -13.5% | +6.5% | -20.0% | -16.3% |
| 6M | -6.5% | +4.9% | -11.3% | -9.3% |
| YTD | +3.6% | +23.4% | -19.8% | -8.9% |
| 1Y | +18.9% | +26.3% | -7.4% | +3.0% |
| 3Y | +205.0% | +38.0% | +167.0% | +150.0% |
| 5Y | +109.4% | +68.0% | +41.4% | +40.1% |
| All | +109.4% | +68.3% | +41.1% | +40.1% |
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