+149.6%
IBM vs LIN
+424.3%
-274.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.3% |
| 7D | -5.0% | +0.2% | -5.2% | -5.1% |
| 30D | +11.1% | +6.5% | +4.6% | +7.8% |
| 3M | +5.7% | +5.5% | +0.2% | +2.9% |
| 6M | +10.1% | +3.3% | +6.8% | +7.8% |
| YTD | -15.6% | +22.0% | -37.6% | -24.5% |
| 1Y | -19.5% | +25.7% | -45.3% | -29.3% |
| 3Y | +80.4% | +36.2% | +44.2% | +51.3% |
| 5Y | +140.0% | +66.1% | +73.9% | +77.5% |
| All | +149.6% | +424.3% | -274.7% | +4.4% |
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