+361.3%
LIN vs FDS
+84.7%
+276.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.6% | +0.2% |
| 7D | -2.1% | -1.9% | -0.2% | -1.5% |
| 30D | -2.4% | +9.0% | -11.4% | -5.4% |
| 3M | -5.6% | +18.9% | -24.4% | -11.8% |
| 6M | -3.4% | +35.1% | -38.5% | -15.2% |
| YTD | +13.1% | +5.5% | +7.6% | +8.5% |
| 1Y | +2.5% | -16.8% | +19.3% | +7.7% |
| 3Y | +27.6% | -28.1% | +55.7% | +40.5% |
| 5Y | +63.0% | -17.4% | +80.5% | +65.7% |
| All | +361.3% | +84.7% | +276.6% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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