+552.2%
DELL vs LIN
+64.4%
+487.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.3% |
| 7D | -22.6% | +0.2% | -22.8% | -22.8% |
| 30D | -43.2% | +6.5% | -49.6% | -45.4% |
| 3M | -24.8% | +5.5% | -30.3% | -27.5% |
| 6M | +38.0% | +3.3% | +34.7% | +33.0% |
| YTD | +163.7% | +22.0% | +141.7% | +129.2% |
| 1Y | +122.5% | +25.7% | +96.8% | +89.4% |
| 3Y | +377.0% | +36.2% | +340.7% | +282.0% |
| All | +552.2% | +64.4% | +487.8% | +340.3% |
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