+61.9%
LIN vs FIX
+2,061.9%
-2,000.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | -2.1% | +6.0% | -8.1% | -2.8% |
| 30D | -2.4% | -7.2% | +4.8% | -1.8% |
| 3M | -5.6% | -15.9% | +10.3% | -4.3% |
| 6M | -3.4% | +12.7% | -16.1% | -6.3% |
| YTD | +13.1% | +72.8% | -59.7% | +2.7% |
| 1Y | +2.5% | +122.9% | -120.4% | -11.8% |
| 3Y | +27.6% | +774.3% | -746.7% | -26.9% |
| All | +61.9% | +2,061.9% | -2,000.0% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling