+361.3%
LIN vs FFIV
+214.3%
+147.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | -1.0% | -1.2% | -1.9% |
| 30D | -2.4% | -5.1% | +2.6% | -1.1% |
| 3M | -5.6% | -4.5% | -1.1% | -5.0% |
| 6M | -3.4% | +36.5% | -39.9% | -13.7% |
| YTD | +13.1% | +53.0% | -39.9% | -3.3% |
| 1Y | +2.5% | +24.2% | -21.7% | -6.7% |
| 3Y | +27.6% | +137.2% | -109.6% | -9.9% |
| 5Y | +63.0% | +91.8% | -28.7% | +21.7% |
| All | +361.3% | +214.3% | +147.0% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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