+503.8%
F vs LIN
+9,840.7%
-9,336.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.9% |
| 7D | +5.3% | -2.1% | +7.4% | +6.4% |
| 30D | +4.6% | -2.4% | +7.0% | +5.9% |
| 3M | -3.7% | -5.6% | +1.9% | -1.2% |
| 6M | +16.8% | -3.4% | +20.2% | +18.1% |
| YTD | +15.3% | +13.1% | +2.2% | +7.5% |
| 1Y | +31.0% | +2.5% | +28.5% | +28.1% |
| 3Y | +45.4% | +27.6% | +17.8% | +26.9% |
| 5Y | +54.7% | +63.0% | -8.4% | +19.7% |
| 10Y | +98.2% | +359.3% | -261.1% | -6.7% |
| All | +503.8% | +9,840.7% | -9,336.9% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling