+549.8%
LIN vs FANG
+1,253.6%
-703.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +0.2% | +2.1% | -1.9% | -0.1% |
| 30D | +6.2% | -7.5% | +13.6% | +7.2% |
| 3M | +9.3% | -8.2% | +17.5% | +10.4% |
| 6M | +4.4% | -6.4% | +10.8% | +4.7% |
| YTD | +23.7% | +24.1% | -0.3% | +18.8% |
| 1Y | +23.5% | +28.5% | -5.0% | +17.8% |
| 3Y | +35.8% | +29.8% | +6.0% | +27.4% |
| 5Y | +65.9% | +105.2% | -39.4% | +43.0% |
| 10Y | +423.1% | +152.6% | +270.5% | +285.6% |
| All | +549.8% | +1,253.6% | -703.9% | +301.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling