+3,178.9%
LIN vs FIS
+236.8%
+2,942.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.2% |
| 7D | +3.6% | -21.2% | +24.8% | +10.6% |
| 30D | +6.4% | -12.1% | +18.4% | +9.0% |
| 3M | +6.5% | -30.6% | +37.1% | +18.4% |
| 6M | +4.9% | -35.5% | +40.3% | +18.8% |
| YTD | +23.4% | -54.4% | +77.8% | +57.2% |
| 1Y | +26.3% | -52.9% | +79.2% | +58.9% |
| 3Y | +38.0% | -38.7% | +76.6% | +53.2% |
| 5Y | +68.0% | -70.4% | +138.4% | +134.2% |
| 10Y | +437.1% | -52.8% | +489.9% | +511.1% |
| All | +3,178.9% | +236.8% | +2,942.2% | +1,823.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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