+10.7%
GOOG vs LIN
-4.0%
+14.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -1.3% |
| 7D | -2.1% | -2.1% | 0.0% | -2.7% |
| 30D | -6.8% | -2.4% | -4.4% | -7.5% |
| 3M | -9.1% | -5.6% | -3.5% | -10.6% |
| 6M | +10.7% | -3.4% | +14.1% | +9.4% |
| All | +10.7% | -4.0% | +14.7% | +9.4% |
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