+61.9%
LIN vs FFIV
+91.3%
-29.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -2.1% | -1.0% | -1.2% | -1.9% |
| 30D | -2.4% | -5.1% | +2.6% | -1.4% |
| 3M | -5.6% | -4.5% | -1.1% | -5.1% |
| 6M | -3.4% | +36.5% | -39.9% | -12.3% |
| YTD | +13.1% | +53.0% | -39.9% | -1.3% |
| 1Y | +2.5% | +24.2% | -21.7% | -5.2% |
| 3Y | +27.6% | +137.2% | -109.6% | -8.1% |
| All | +61.9% | +91.3% | -29.4% | +21.3% |
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