+319.1%
DELL vs LIN
+2.8%
+316.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | +14.9% | -2.1% | +17.0% | +15.0% |
| 30D | +13.3% | -2.4% | +15.7% | +13.4% |
| 3M | +24.4% | -5.6% | +30.0% | +24.0% |
| 6M | +258.0% | -3.4% | +261.4% | +253.6% |
| YTD | +320.2% | +13.1% | +307.1% | +316.6% |
| 1Y | +319.1% | +2.5% | +316.6% | +327.4% |
| All | +319.1% | +2.8% | +316.2% | +327.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling