+11,596.6%
LIN vs FICO
+40,558.9%
-28,962.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.2% |
| 7D | +3.3% | +0.4% | +2.9% | +3.1% |
| 30D | +8.8% | +1.7% | +7.1% | +7.9% |
| 3M | +8.6% | -33.0% | +41.7% | +15.0% |
| 6M | +7.0% | -33.9% | +40.9% | +12.4% |
| YTD | +24.3% | -58.5% | +82.8% | +41.8% |
| 1Y | +27.3% | -56.4% | +83.6% | +43.5% |
| 3Y | +38.9% | -24.7% | +63.6% | +34.4% |
| 5Y | +69.4% | +83.1% | -13.7% | +31.8% |
| 10Y | +440.7% | +517.2% | -76.5% | +221.7% |
| All | +11,596.6% | +40,558.9% | -28,962.4% | +3,602.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling