+10,545.1%
LIN vs FITB
+1,543.6%
+9,001.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.1% | +0.6% | -2.7% | -2.3% |
| 30D | -2.4% | -4.7% | +2.3% | -1.5% |
| 3M | -5.6% | +6.7% | -12.3% | -6.9% |
| 6M | -3.4% | +12.6% | -15.9% | -6.1% |
| YTD | +13.1% | +19.1% | -6.0% | +8.4% |
| 1Y | +2.5% | +22.6% | -20.2% | -2.6% |
| 3Y | +27.6% | +127.1% | -99.5% | +4.9% |
| 5Y | +63.0% | +71.8% | -8.8% | +40.2% |
| 10Y | +359.3% | +287.2% | +72.1% | +219.0% |
| All | +10,545.1% | +1,543.6% | +9,001.6% | +4,079.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling