+10,545.1%
LIN vs FICO
+53,970.0%
-43,424.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -16.7% | +15.7% | +2.4% |
| 7D | -2.1% | -19.2% | +17.1% | +1.8% |
| 30D | -2.4% | -14.6% | +12.2% | +0.2% |
| 3M | -5.6% | -20.1% | +14.5% | -2.4% |
| 6M | -3.4% | -36.3% | +32.9% | +3.3% |
| YTD | +13.1% | -44.9% | +58.0% | +24.1% |
| 1Y | +2.5% | -38.6% | +41.1% | +9.0% |
| 3Y | +27.6% | +4.0% | +23.6% | +17.6% |
| 5Y | +63.0% | +99.5% | -36.5% | +27.4% |
| 10Y | +359.3% | +604.7% | -245.4% | +170.6% |
| All | +10,545.1% | +53,970.0% | -43,424.9% | +3,141.2% |
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