+151.7%
IBM vs LIN
+430.4%
-278.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | -4.3% | +3.6% | -7.9% | -5.9% |
| 30D | +11.7% | +6.4% | +5.3% | +8.4% |
| 3M | +5.5% | +6.5% | -1.0% | +2.2% |
| 6M | +9.5% | +4.9% | +4.6% | +6.4% |
| YTD | -14.9% | +23.4% | -38.3% | -24.3% |
| 1Y | -17.4% | +26.3% | -43.7% | -27.5% |
| 3Y | +83.3% | +38.0% | +45.3% | +52.8% |
| 5Y | +142.1% | +68.0% | +74.1% | +78.0% |
| All | +151.7% | +430.4% | -278.6% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling