+2,024.1%
FTNT vs LIN
+358.9%
+1,665.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.5% |
| 7D | -5.8% | -2.1% | -3.7% | -4.7% |
| 30D | -4.8% | -2.4% | -2.4% | -3.5% |
| 3M | +4.4% | -5.6% | +10.0% | +7.1% |
| 6M | +88.8% | -3.4% | +92.2% | +89.7% |
| YTD | +96.8% | +13.1% | +83.7% | +78.5% |
| 1Y | +104.5% | +2.5% | +102.0% | +96.8% |
| 3Y | +156.8% | +27.6% | +129.2% | +111.3% |
| 5Y | +144.1% | +63.0% | +81.0% | +71.1% |
| All | +2,024.1% | +358.9% | +1,665.2% | +700.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling