+30.0%
LIN vs FIVE
+50.0%
-20.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.2% |
| 7D | -2.1% | +4.3% | -6.4% | -2.3% |
| 30D | -2.4% | +12.5% | -14.9% | -3.0% |
| 3M | -5.6% | +31.2% | -36.8% | -6.9% |
| 6M | -3.4% | +14.4% | -17.8% | -4.3% |
| YTD | +13.1% | +33.9% | -20.8% | +11.0% |
| 1Y | +2.5% | +65.1% | -62.6% | -0.7% |
| All | +30.0% | +50.0% | -20.0% | +20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling