+25.1%
LIN vs FIX
+21.5%
+3.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.0% | -4.1% | +1.1% |
| 7D | +0.3% | +6.4% | -6.1% | +0.6% |
| 30D | +8.0% | -29.1% | +37.1% | +7.1% |
| 3M | +7.7% | -31.1% | +38.8% | +6.7% |
| 6M | +5.1% | -42.8% | +47.9% | +3.9% |
| YTD | +24.7% | +24.6% | +0.1% | +27.4% |
| 1Y | +25.1% | +21.9% | +3.1% | +27.0% |
| All | +25.1% | +21.5% | +3.6% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling