+376.2%
GE vs LIN
+68.3%
+307.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.8% | -4.1% |
| 7D | +0.5% | +3.6% | -3.1% | -1.4% |
| 30D | +1.7% | +6.4% | -4.7% | -1.7% |
| 3M | -17.3% | +6.5% | -23.8% | -20.2% |
| 6M | +10.1% | +4.9% | +5.2% | +6.6% |
| YTD | +2.6% | +23.4% | -20.8% | -10.3% |
| 1Y | +3.7% | +26.3% | -22.6% | -10.7% |
| 3Y | +268.3% | +38.0% | +230.3% | +198.2% |
| 5Y | +376.2% | +68.0% | +308.2% | +221.8% |
| All | +376.2% | +68.3% | +307.9% | +221.8% |
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