+30.0%
LIN vs FDS
-27.9%
+58.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.6% | -0.5% |
| 7D | -2.1% | -1.9% | -0.2% | -1.9% |
| 30D | -2.4% | +9.0% | -11.4% | -3.6% |
| 3M | -5.6% | +18.9% | -24.4% | -7.9% |
| 6M | -3.4% | +35.1% | -38.5% | -7.9% |
| YTD | +13.1% | +5.5% | +7.6% | +14.2% |
| 1Y | +2.5% | -16.8% | +19.3% | +10.7% |
| All | +30.0% | -27.9% | +58.0% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling