-38.4%
INTU vs LIN
+61.6%
-100.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.8% |
| 7D | -7.1% | -2.1% | -5.0% | -5.8% |
| 30D | +1.5% | -2.4% | +3.9% | +3.1% |
| 3M | +10.7% | -5.6% | +16.2% | +14.4% |
| 6M | -23.8% | -3.4% | -20.5% | -23.4% |
| YTD | -49.3% | +13.1% | -62.4% | -55.0% |
| 1Y | -49.7% | +2.5% | -52.1% | -51.9% |
| 3Y | -38.0% | +27.6% | -65.6% | -51.5% |
| All | -38.4% | +61.6% | -100.0% | -60.5% |
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