-28.0%
DIS vs LIN
+70.5%
-98.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.9% |
| 7D | +9.1% | +3.3% | +5.8% | +7.4% |
| 30D | +14.8% | +8.8% | +6.0% | +10.2% |
| 3M | +21.2% | +8.6% | +12.5% | +16.3% |
| 6M | +18.3% | +7.0% | +11.3% | +13.8% |
| YTD | +5.4% | +24.3% | -18.9% | -6.8% |
| 1Y | +8.3% | +27.3% | -19.0% | -5.5% |
| 3Y | +44.2% | +38.9% | +5.3% | +18.7% |
| 5Y | -28.0% | +69.4% | -97.3% | -49.9% |
| All | -28.0% | +70.5% | -98.4% | -49.9% |
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