+2,904.3%
LIN vs FIS
+374.5%
+2,529.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.6% |
| 7D | -2.1% | +1.1% | -3.2% | -2.5% |
| 30D | -2.4% | -2.2% | -0.2% | -1.8% |
| 3M | -5.6% | +2.1% | -7.7% | -6.8% |
| 6M | -3.4% | -14.7% | +11.3% | +0.9% |
| YTD | +13.1% | -35.7% | +48.8% | +30.4% |
| 1Y | +2.5% | -37.1% | +39.5% | +18.8% |
| 3Y | +27.6% | -20.0% | +47.6% | +31.9% |
| 5Y | +63.0% | -62.1% | +125.2% | +113.1% |
| 10Y | +359.3% | -37.4% | +396.7% | +383.9% |
| All | +2,904.3% | +374.5% | +2,529.8% | +1,495.2% |
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