-28.1%
GOOG vs LIN
+4.2%
-32.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.6% |
| 7D | +2.1% | +0.2% | +1.9% | +2.1% |
| 30D | -18.3% | +6.5% | -24.7% | -17.0% |
| 3M | -20.3% | +5.5% | -25.8% | -19.4% |
| 6M | -28.1% | +3.3% | -31.4% | -28.9% |
| All | -28.1% | +4.2% | -32.3% | -28.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling