+46.1%
F vs LIN
+38.9%
+7.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | +1.7% |
| 7D | +6.0% | +3.3% | +2.8% | +4.5% |
| 30D | +4.3% | +8.8% | -4.5% | +0.3% |
| 3M | -10.1% | +8.6% | -18.7% | -13.5% |
| 6M | +12.8% | +7.0% | +5.8% | +8.6% |
| YTD | -0.1% | +24.3% | -24.4% | -12.2% |
| 1Y | +3.7% | +27.3% | -23.6% | -10.2% |
| All | +46.1% | +38.9% | +7.2% | +20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling