+68.0%
LIN vs FIX
+929.6%
-861.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.6% | +10.9% | +0.4% |
| 7D | +3.6% | -27.2% | +30.8% | +6.5% |
| 30D | +6.4% | -46.9% | +53.3% | +13.0% |
| 3M | +6.5% | -44.4% | +50.9% | +12.3% |
| 6M | +4.9% | -50.9% | +55.8% | +11.5% |
| YTD | +23.4% | +3.5% | +19.9% | +17.4% |
| 1Y | +26.3% | -2.1% | +28.4% | +20.8% |
| 3Y | +38.0% | +418.7% | -380.8% | -17.3% |
| 5Y | +68.0% | +894.6% | -826.6% | -27.5% |
| All | +68.0% | +929.6% | -861.6% | -27.5% |
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 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