-55.8%
FIG vs LIN
+2.8%
-58.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.4% | -4.3% |
| 7D | -16.3% | -2.1% | -14.2% | -16.2% |
| 30D | -14.3% | -2.4% | -11.9% | -14.2% |
| 3M | +7.2% | -5.6% | +12.7% | +7.5% |
| 6M | -18.6% | -3.4% | -15.2% | -18.7% |
| YTD | -35.5% | +13.1% | -48.6% | -39.6% |
| 1Y | -55.8% | +2.5% | -58.3% | -51.1% |
| All | -55.8% | +2.8% | -58.6% | -51.1% |
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