+2,876.0%
DELL vs LIN
+420.6%
+2,455.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | +17.1% | +0.2% | +16.9% | +17.0% |
| 30D | -35.1% | +6.2% | -41.2% | -37.6% |
| 3M | -23.3% | +9.3% | -32.6% | -27.7% |
| 6M | +55.8% | +4.4% | +51.4% | +49.4% |
| YTD | +198.0% | +23.7% | +174.2% | +157.0% |
| 1Y | +166.6% | +23.5% | +143.1% | +129.8% |
| 3Y | +427.6% | +35.8% | +391.8% | +324.7% |
| 5Y | +630.6% | +65.9% | +564.8% | +411.0% |
| All | +2,876.0% | +420.6% | +2,455.4% | +1,001.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling