+423.5%
LIN vs FICO
+514.7%
-91.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +3.6% | -0.3% | +3.8% | +3.6% |
| 30D | +6.4% | +1.7% | +4.7% | +5.4% |
| 3M | +6.5% | -35.2% | +41.7% | +14.4% |
| 6M | +4.9% | -33.7% | +38.5% | +10.4% |
| YTD | +23.4% | -58.2% | +81.6% | +44.0% |
| 1Y | +26.3% | -56.6% | +82.9% | +45.7% |
| 3Y | +38.0% | -24.0% | +62.0% | +25.9% |
| 5Y | +68.0% | +86.1% | -18.1% | +8.0% |
| All | +423.5% | +514.7% | -91.2% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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