+144.8%
IBM vs LIN
+420.6%
-275.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.1% |
| 7D | -0.3% | +0.2% | -0.5% | -0.4% |
| 30D | +6.8% | +6.2% | +0.6% | +3.8% |
| 3M | +4.4% | +9.3% | -4.9% | 0.0% |
| 6M | +13.2% | +4.4% | +8.8% | +10.3% |
| YTD | -15.1% | +23.7% | -38.9% | -24.6% |
| 1Y | -20.2% | +23.5% | -43.6% | -29.1% |
| 3Y | +79.3% | +35.8% | +43.5% | +50.7% |
| 5Y | +147.5% | +65.9% | +81.6% | +83.4% |
| All | +144.8% | +420.6% | -275.8% | +2.0% |
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