+2,785.4%
LIN vs FIX
+12,471.5%
-9,686.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -2.1% | +6.0% | -8.1% | -3.1% |
| 30D | -2.4% | -7.2% | +4.8% | -1.4% |
| 3M | -5.6% | -15.9% | +10.3% | -3.8% |
| 6M | -3.4% | +12.7% | -16.1% | -7.2% |
| YTD | +13.1% | +72.8% | -59.7% | +0.3% |
| 1Y | +2.5% | +122.9% | -120.4% | -14.1% |
| 3Y | +27.6% | +774.3% | -746.7% | -20.8% |
| 5Y | +63.0% | +2,049.5% | -1,986.4% | -15.3% |
| 10Y | +359.3% | +5,821.5% | -5,462.2% | +92.1% |
| All | +2,785.4% | +12,471.5% | -9,686.1% | +815.3% |
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