+417.5%
LIN vs FIX
+3,608.1%
-3,190.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.4% | -6.6% | -2.1% |
| 7D | +0.2% | -17.5% | +17.7% | +3.0% |
| 30D | +6.5% | -41.6% | +48.0% | +16.2% |
| 3M | +5.5% | -40.6% | +46.1% | +14.2% |
| 6M | +3.3% | -49.4% | +52.7% | +14.2% |
| YTD | +22.0% | +9.2% | +12.9% | +13.1% |
| 1Y | +25.7% | +6.5% | +19.3% | +16.6% |
| 3Y | +36.2% | +448.7% | -412.5% | -24.9% |
| 5Y | +66.1% | +948.7% | -882.7% | -27.1% |
| All | +417.5% | +3,608.1% | -3,190.6% | +53.5% |
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