+132.4%
IBM vs LIN
+358.9%
-226.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.5% |
| 7D | -0.3% | -2.1% | +1.8% | +0.7% |
| 30D | +0.3% | -2.4% | +2.7% | +1.4% |
| 3M | -21.6% | -5.6% | -16.0% | -19.7% |
| 6M | -4.7% | -3.4% | -1.3% | -4.0% |
| YTD | -19.1% | +13.1% | -32.2% | -24.9% |
| 1Y | -2.5% | +2.5% | -5.0% | -5.2% |
| 3Y | +74.2% | +27.6% | +46.6% | +50.5% |
| 5Y | +113.1% | +63.0% | +50.1% | +57.9% |
| All | +132.4% | +358.9% | -226.5% | +1.4% |
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 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