+4,062.7%
LIN vs FDS
+10,782.2%
-6,719.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.8% |
| 7D | +3.3% | +9.4% | -6.2% | +0.8% |
| 30D | +8.8% | +23.8% | -15.0% | +2.7% |
| 3M | +8.6% | +25.1% | -16.5% | +1.8% |
| 6M | +7.0% | +53.8% | -46.8% | -6.4% |
| YTD | +24.3% | +19.6% | +4.7% | +15.0% |
| 1Y | +27.3% | +31.6% | -4.4% | +14.4% |
| 3Y | +38.9% | -20.0% | +58.9% | +41.6% |
| 5Y | +69.4% | -18.6% | +88.0% | +70.7% |
| 10Y | +440.7% | +149.8% | +291.0% | +302.1% |
| All | +4,062.7% | +10,782.2% | -6,719.5% | +1,560.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling