+423.5%
LIN vs FIX
+3,416.6%
-2,993.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.6% | +10.9% | +1.4% |
| 7D | +3.6% | -27.2% | +30.8% | +8.9% |
| 30D | +6.4% | -46.9% | +53.3% | +18.2% |
| 3M | +6.5% | -44.4% | +50.9% | +16.8% |
| 6M | +4.9% | -50.9% | +55.8% | +16.5% |
| YTD | +23.4% | +3.5% | +19.9% | +15.5% |
| 1Y | +26.3% | -2.1% | +28.4% | +19.1% |
| 3Y | +38.0% | +418.7% | -380.8% | -23.1% |
| 5Y | +68.0% | +894.6% | -826.6% | -25.5% |
| All | +423.5% | +3,416.6% | -2,993.1% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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