+68.0%
LIN vs FFIV
+39.3%
+28.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +0.4% |
| 7D | +3.6% | -14.2% | +17.8% | +6.7% |
| 30D | +6.4% | -33.6% | +40.0% | +15.0% |
| 3M | +6.5% | -24.2% | +30.7% | +11.3% |
| 6M | +4.9% | -8.3% | +13.1% | +3.7% |
| YTD | +23.4% | +22.1% | +1.3% | +11.5% |
| 1Y | +26.3% | +26.5% | -0.2% | +12.7% |
| 3Y | +38.0% | +102.3% | -64.3% | +0.2% |
| 5Y | +68.0% | +40.6% | +27.4% | +34.5% |
| All | +68.0% | +39.3% | +28.7% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling