+142.1%
IBM vs LIN
+68.3%
+73.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.6% |
| 7D | -4.3% | +3.6% | -7.9% | -5.4% |
| 30D | +11.7% | +6.4% | +5.3% | +9.5% |
| 3M | +5.5% | +6.5% | -1.0% | +3.4% |
| 6M | +9.5% | +4.9% | +4.6% | +7.5% |
| YTD | -14.9% | +23.4% | -38.3% | -21.7% |
| 1Y | -17.4% | +26.3% | -43.7% | -24.8% |
| 3Y | +83.3% | +38.0% | +45.3% | +62.0% |
| 5Y | +142.1% | +68.0% | +74.1% | +95.3% |
| All | +142.1% | +68.3% | +73.8% | +95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling