-84.0%
FIG vs LIN
+15.6%
-99.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.6% |
| 7D | -17.4% | +3.6% | -21.0% | -17.4% |
| 30D | -15.9% | +6.4% | -22.3% | -15.8% |
| 3M | -34.5% | +6.5% | -41.0% | -34.5% |
| 6M | -5.0% | +4.9% | -9.9% | -5.1% |
| YTD | -50.7% | +23.4% | -74.1% | -51.4% |
| 1Y | -58.1% | +26.3% | -84.4% | -58.4% |
| All | -84.0% | +15.6% | -99.6% | -81.6% |
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