+59.1%
LIN vs CGNX
-27.6%
+86.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.3% | +1.5% | -5.7% | -4.5% |
| 30D | -5.6% | -1.8% | -3.8% | -5.5% |
| 3M | -9.0% | +5.3% | -14.3% | -10.4% |
| 6M | -2.5% | +22.3% | -24.8% | -6.7% |
| YTD | +9.3% | +72.2% | -62.9% | -3.0% |
| 1Y | -1.0% | +39.8% | -40.9% | -9.2% |
| 3Y | +24.0% | +44.8% | -20.8% | +8.1% |
| 5Y | +59.1% | -27.0% | +86.1% | +58.7% |
| All | +59.1% | -27.6% | +86.7% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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