0.0%
F vs LIN
+26.9%
-26.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | +1.4% | +3.6% | -2.2% | +0.6% |
| 30D | +2.0% | +6.4% | -4.3% | +0.6% |
| 3M | -10.4% | +6.5% | -16.9% | -11.6% |
| 6M | +9.7% | +4.9% | +4.9% | +8.2% |
| YTD | -1.2% | +23.4% | -24.6% | -10.8% |
| 1Y | 0.0% | +26.3% | -26.3% | -9.1% |
| All | 0.0% | +26.9% | -26.9% | -9.1% |
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