+4.9%
LIN vs APA
+5.4%
-0.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.8% |
| 7D | +3.6% | -15.6% | +19.2% | +2.8% |
| 30D | +6.4% | -0.9% | +7.3% | +6.3% |
| 3M | +6.5% | +26.1% | -19.6% | +8.1% |
| 6M | +4.9% | +6.1% | -1.2% | +7.1% |
| All | +4.9% | +5.4% | -0.6% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 6mo: compounded portfolio wealth divided by compounded APA 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…
6mo analysis · Full analysis span regression · 6 months rolling