+35.8%
LIN vs FANG
+29.5%
+6.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | +0.2% | +2.1% | -1.9% | +0.1% |
| 30D | +6.2% | -7.5% | +13.6% | +6.8% |
| 3M | +9.3% | -8.2% | +17.5% | +10.0% |
| 6M | +4.4% | -6.4% | +10.8% | +4.6% |
| YTD | +23.7% | +24.1% | -0.3% | +19.0% |
| 1Y | +23.5% | +28.5% | -5.0% | +18.0% |
| All | +35.8% | +29.5% | +6.3% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling