+3,070.3%
LIN vs FIX
+8,419.6%
-5,349.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.1% | +17.7% | +5.1% |
| 7D | +3.3% | -18.9% | +22.2% | +6.4% |
| 30D | +8.8% | -36.3% | +45.1% | +16.3% |
| 3M | +8.6% | -38.5% | +47.1% | +16.4% |
| 6M | +7.0% | -42.3% | +49.3% | +14.8% |
| YTD | +24.3% | +17.1% | +7.2% | +16.5% |
| 1Y | +27.3% | +14.4% | +12.9% | +19.3% |
| 3Y | +38.9% | +486.7% | -447.8% | -8.5% |
| 5Y | +69.4% | +1,083.7% | -1,014.4% | -3.3% |
| 10Y | +440.7% | +3,932.4% | -3,491.7% | +139.5% |
| All | +3,070.3% | +8,419.6% | -5,349.2% | +963.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling