+68.0%
LIN vs FDS
-19.3%
+87.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +3.6% | +6.4% | -2.8% | +2.2% |
| 30D | +6.4% | +25.2% | -18.8% | +1.3% |
| 3M | +6.5% | +22.9% | -16.4% | +1.4% |
| 6M | +4.9% | +56.5% | -51.7% | -6.9% |
| YTD | +23.4% | +19.0% | +4.5% | +18.8% |
| 1Y | +26.3% | +32.7% | -6.4% | +16.3% |
| 3Y | +38.0% | -20.4% | +58.4% | +52.0% |
| 5Y | +68.0% | -19.6% | +87.6% | +78.8% |
| All | +68.0% | -19.3% | +87.3% | +78.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling