+423.5%
LIN vs FIVE
+566.1%
-142.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | 0.0% |
| 7D | +3.6% | -1.7% | +5.3% | +3.8% |
| 30D | +6.4% | +14.9% | -8.5% | +3.9% |
| 3M | +6.5% | +7.6% | -1.1% | +4.8% |
| 6M | +4.9% | +6.4% | -1.6% | +2.9% |
| YTD | +23.4% | +28.1% | -4.6% | +16.8% |
| 1Y | +26.3% | +54.7% | -28.4% | +15.5% |
| 3Y | +38.0% | +36.1% | +1.9% | +23.6% |
| 5Y | +68.0% | +14.9% | +53.1% | +51.1% |
| All | +423.5% | +566.1% | -142.6% | +249.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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