+132.6%
GOOG vs LIN
+61.6%
+71.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.6% |
| 7D | -2.1% | -2.1% | 0.0% | -1.2% |
| 30D | -6.8% | -2.4% | -4.4% | -5.8% |
| 3M | -9.1% | -5.6% | -3.5% | -7.3% |
| 6M | +10.7% | -3.4% | +14.1% | +11.2% |
| YTD | +7.1% | +13.1% | -6.0% | -1.3% |
| 1Y | +44.6% | +2.5% | +42.2% | +40.4% |
| 3Y | +147.4% | +27.6% | +119.8% | +106.8% |
| All | +132.6% | +61.6% | +71.0% | +63.1% |
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