+432.0%
LIN vs FITB
+211.6%
+220.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +8.0% | +7.0% | +1.0% | +5.8% |
| 3M | +7.7% | -4.8% | +12.5% | +9.1% |
| 6M | +5.1% | +13.5% | -8.5% | +0.7% |
| YTD | +24.7% | +19.1% | +5.6% | +17.0% |
| 1Y | +25.1% | +30.8% | -5.7% | +13.9% |
| 3Y | +36.8% | +141.6% | -104.8% | +0.2% |
| 5Y | +67.9% | +48.3% | +19.6% | +40.6% |
| All | +432.0% | +211.6% | +220.4% | +231.6% |
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