+9.7%
GE vs LIN
+24.8%
-15.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +2.7% | +2.1% | +0.6% | +2.3% |
| 30D | +8.1% | +6.8% | +1.3% | +7.0% |
| 3M | -7.9% | +10.4% | -18.2% | -9.2% |
| 6M | +12.9% | +3.2% | +9.7% | +12.3% |
| YTD | +8.2% | +24.6% | -16.4% | +2.5% |
| 1Y | +9.7% | +24.4% | -14.7% | +4.1% |
| All | +9.7% | +24.8% | -15.1% | +4.1% |
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