-59.1%
FIG vs LIN
+25.4%
-84.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.2% | +2.1% |
| 7D | -13.1% | +0.2% | -13.3% | -13.1% |
| 30D | -13.0% | +6.5% | -19.5% | -12.8% |
| 3M | -21.5% | +5.5% | -27.0% | -21.4% |
| 6M | -2.5% | +3.3% | -5.8% | -2.3% |
| YTD | -49.7% | +22.0% | -71.7% | -51.7% |
| 1Y | -59.1% | +25.7% | -84.8% | -59.7% |
| All | -59.1% | +25.4% | -84.5% | -59.7% |
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