+417.5%
LIN vs FITB
+247.4%
+170.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.4% | -0.9% |
| 7D | +0.2% | -1.5% | +1.7% | +0.7% |
| 30D | +6.5% | +5.8% | +0.6% | +4.6% |
| 3M | +5.5% | -6.1% | +11.6% | +7.3% |
| 6M | +3.3% | +5.9% | -2.6% | +1.1% |
| YTD | +22.0% | +16.1% | +5.9% | +15.4% |
| 1Y | +25.7% | +28.8% | -3.1% | +15.1% |
| 3Y | +36.2% | +126.0% | -89.8% | +2.1% |
| 5Y | +66.1% | +45.3% | +20.8% | +40.1% |
| All | +417.5% | +247.4% | +170.1% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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