+147.3%
IBM vs LIN
+424.2%
-276.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +1.6% | +2.1% | -0.5% | +0.6% |
| 30D | +9.2% | +6.8% | +2.4% | +5.9% |
| 3M | +4.9% | +10.4% | -5.4% | 0.0% |
| 6M | +16.8% | +3.2% | +13.6% | +14.5% |
| YTD | -14.3% | +24.6% | -38.9% | -24.1% |
| 1Y | -16.7% | +24.4% | -41.1% | -26.3% |
| 3Y | +82.2% | +36.7% | +45.5% | +52.7% |
| 5Y | +149.9% | +67.0% | +82.9% | +84.7% |
| All | +147.3% | +424.2% | -276.9% | +2.7% |
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