+770.9%
C vs LIN
+10,822.5%
-10,051.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +0.1% |
| 7D | +1.1% | +3.3% | -2.2% | -1.0% |
| 30D | -2.4% | +8.8% | -11.2% | -7.4% |
| 3M | -8.4% | +8.6% | -17.0% | -13.1% |
| 6M | +0.3% | +7.0% | -6.7% | -4.6% |
| YTD | +9.1% | +24.3% | -15.2% | -6.0% |
| 1Y | +26.0% | +27.3% | -1.2% | +6.9% |
| 3Y | +221.2% | +38.9% | +182.2% | +156.1% |
| 5Y | +120.4% | +69.4% | +51.1% | +53.0% |
| 10Y | +250.6% | +440.7% | -190.1% | +23.3% |
| All | +770.9% | +10,822.5% | -10,051.7% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling