+38.7%
LIN vs FICO
-24.7%
+63.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +2.8% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | +8.8% | +1.7% | +7.1% | +8.5% |
| 3M | +8.6% | -33.0% | +41.7% | +10.8% |
| 6M | +7.0% | -33.9% | +40.9% | +8.8% |
| YTD | +24.3% | -58.5% | +82.8% | +31.2% |
| 1Y | +27.3% | -56.4% | +83.6% | +33.6% |
| All | +38.7% | -24.7% | +63.4% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling