+390.5%
GE vs LIN
+64.4%
+326.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.1% | +3.9% | +3.3% |
| 7D | +7.1% | +0.2% | +6.9% | +7.0% |
| 30D | +6.5% | +6.5% | 0.0% | +2.8% |
| 3M | -13.6% | +5.5% | -19.0% | -16.2% |
| 6M | +6.0% | +3.3% | +2.7% | +3.4% |
| YTD | +5.4% | +22.0% | -16.6% | -7.3% |
| 1Y | +6.5% | +25.7% | -19.3% | -8.2% |
| 3Y | +268.6% | +36.2% | +232.4% | +200.3% |
| All | +390.5% | +64.4% | +326.1% | +241.7% |
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 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