+138.2%
IBM vs LIN
+64.4%
+73.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.5% |
| 7D | -5.0% | +0.2% | -5.2% | -5.0% |
| 30D | +11.1% | +6.5% | +4.6% | +9.0% |
| 3M | +5.7% | +5.5% | +0.2% | +3.9% |
| 6M | +10.1% | +3.3% | +6.8% | +8.6% |
| YTD | -15.6% | +22.0% | -37.6% | -22.1% |
| 1Y | -19.5% | +25.7% | -45.3% | -26.7% |
| 3Y | +80.4% | +36.2% | +44.2% | +60.1% |
| All | +138.2% | +64.4% | +73.8% | +93.8% |
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