+59.7%
LIN vs FANG
+238.1%
-178.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -4.0% | -0.4% | -3.6% | -3.9% |
| 30D | -4.9% | +2.4% | -7.3% | -5.3% |
| 3M | -9.2% | +4.9% | -14.1% | -10.0% |
| 6M | -2.6% | +12.0% | -14.6% | -4.7% |
| YTD | +10.5% | +37.1% | -26.6% | +4.5% |
| 1Y | -0.1% | +52.3% | -52.4% | -7.4% |
| 3Y | +25.4% | +45.0% | -19.6% | +14.3% |
| 5Y | +59.7% | +231.0% | -171.3% | +25.6% |
| All | +59.7% | +238.1% | -178.4% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling