+166.6%
DELL vs LIN
+23.7%
+142.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | +17.1% | +0.2% | +16.9% | +17.1% |
| 30D | -35.1% | +6.2% | -41.2% | -35.0% |
| 3M | -23.3% | +9.3% | -32.6% | -23.4% |
| 6M | +55.8% | +4.4% | +51.4% | +54.5% |
| YTD | +198.0% | +23.7% | +174.2% | +186.2% |
| 1Y | +166.6% | +23.5% | +143.1% | +164.0% |
| All | +166.6% | +23.7% | +142.8% | +164.0% |
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