+468.3%
LIN vs FIVE
+868.1%
-399.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.1% | -6.1% | -1.7% |
| 7D | -2.1% | +4.3% | -6.4% | -2.7% |
| 30D | -2.4% | +12.5% | -14.9% | -4.2% |
| 3M | -5.6% | +31.2% | -36.8% | -9.5% |
| 6M | -3.4% | +14.4% | -17.8% | -6.1% |
| YTD | +13.1% | +33.9% | -20.8% | +7.3% |
| 1Y | +2.5% | +65.1% | -62.6% | -6.3% |
| 3Y | +27.6% | +49.0% | -21.4% | +13.8% |
| 5Y | +63.0% | +30.3% | +32.7% | +44.9% |
| 10Y | +359.3% | +481.1% | -121.8% | +222.4% |
| All | +468.3% | +868.1% | -399.8% | +264.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling