+359.5%
LIN vs FANG
+183.1%
+176.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.4% | -1.3% |
| 7D | -4.3% | +1.2% | -5.5% | -4.4% |
| 30D | -5.6% | +2.4% | -8.0% | -5.9% |
| 3M | -9.0% | +5.1% | -14.1% | -9.9% |
| 6M | -2.5% | +16.4% | -18.9% | -5.2% |
| YTD | +9.3% | +39.0% | -29.6% | +3.4% |
| 1Y | -1.0% | +50.6% | -51.6% | -7.7% |
| 3Y | +24.0% | +46.9% | -22.9% | +14.1% |
| 5Y | +59.1% | +238.2% | -179.1% | +26.8% |
| All | +359.5% | +183.1% | +176.5% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling