-2.5%
IBM vs LIN
+2.8%
-5.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | -0.1% |
| 7D | -0.3% | -2.1% | +1.8% | -0.6% |
| 30D | +0.3% | -2.4% | +2.7% | -0.1% |
| 3M | -21.6% | -5.6% | -16.0% | -22.1% |
| 6M | -4.7% | -3.4% | -1.3% | -4.2% |
| YTD | -19.1% | +13.1% | -32.2% | -18.9% |
| 1Y | -2.5% | +2.5% | -5.0% | +0.3% |
| All | -2.5% | +2.8% | -5.3% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling