+361.3%
LIN vs FDX
+180.6%
+180.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.1% | -2.5% | +0.4% | -1.4% |
| 30D | -2.4% | +3.8% | -6.2% | -3.5% |
| 3M | -5.6% | -1.3% | -4.3% | -5.5% |
| 6M | -3.4% | +5.0% | -8.4% | -5.5% |
| YTD | +13.1% | +39.6% | -26.5% | +1.7% |
| 1Y | +2.5% | +81.1% | -78.7% | -14.8% |
| 3Y | +27.6% | +63.0% | -35.4% | +5.6% |
| 5Y | +63.0% | +65.6% | -2.6% | +30.1% |
| All | +361.3% | +180.6% | +180.6% | +180.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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