+85.5%
FTNT vs LIN
+65.3%
+20.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.7% |
| 7D | -3.5% | +2.0% | -5.5% | -4.6% |
| 30D | -36.5% | +7.9% | -44.4% | -39.2% |
| 3M | -24.7% | +6.3% | -31.1% | -27.4% |
| 6M | +8.3% | +6.5% | +1.8% | +3.4% |
| YTD | +55.6% | +23.6% | +32.0% | +32.8% |
| 1Y | +50.2% | +25.7% | +24.5% | +26.5% |
| 3Y | +143.2% | +35.6% | +107.5% | +88.3% |
| 5Y | +85.5% | +65.9% | +19.6% | +21.1% |
| All | +85.5% | +65.3% | +20.1% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling