+369.0%
LIN vs FISV
-4.3%
+373.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +4.0% | +1.0% |
| 7D | -4.0% | -6.4% | +2.5% | -2.0% |
| 30D | -4.9% | -6.8% | +1.9% | -3.1% |
| 3M | -9.2% | -10.0% | +0.8% | -6.9% |
| 6M | -2.6% | -20.6% | +18.1% | +3.0% |
| YTD | +10.5% | -27.6% | +38.1% | +19.7% |
| 1Y | -0.1% | -64.3% | +64.2% | +30.7% |
| 3Y | +25.4% | -60.0% | +85.4% | +44.3% |
| 5Y | +59.7% | -57.7% | +117.4% | +74.4% |
| 10Y | +369.0% | -3.0% | +371.9% | +249.2% |
| All | +369.0% | -4.3% | +373.3% | +249.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling