-40.0%
INTU vs LIN
+68.3%
-108.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.1% |
| 7D | +7.1% | +3.6% | +3.5% | +4.8% |
| 30D | +23.0% | +6.4% | +16.6% | +18.3% |
| 3M | +8.7% | +6.5% | +2.2% | +4.4% |
| 6M | -10.1% | +4.9% | -15.0% | -13.7% |
| YTD | -45.7% | +23.4% | -69.1% | -54.4% |
| 1Y | -45.1% | +26.3% | -71.4% | -54.8% |
| 3Y | -26.9% | +38.0% | -64.9% | -45.4% |
| 5Y | -40.0% | +68.0% | -107.9% | -62.3% |
| All | -40.0% | +68.3% | -108.2% | -62.3% |
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