+3,710.1%
LIN vs FE
+561.4%
+3,148.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | -2.1% | +1.9% | -4.1% | -2.8% |
| 30D | -2.4% | -1.2% | -1.3% | -2.1% |
| 3M | -5.6% | +3.5% | -9.1% | -6.9% |
| 6M | -3.4% | -6.1% | +2.7% | -1.4% |
| YTD | +13.1% | +7.6% | +5.5% | +9.7% |
| 1Y | +2.5% | +11.9% | -9.4% | -2.2% |
| 3Y | +27.6% | +48.4% | -20.8% | +8.2% |
| 5Y | +63.0% | +44.8% | +18.2% | +38.2% |
| 10Y | +359.3% | +115.9% | +243.4% | +216.8% |
| All | +3,710.1% | +561.4% | +3,148.7% | +1,678.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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