+431.5%
LIN vs FLEX
+608.2%
-176.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.0% | +4.7% | +1.4% |
| 7D | +2.1% | +7.5% | -5.4% | +0.7% |
| 30D | +6.8% | -25.3% | +32.1% | +11.0% |
| 3M | +10.4% | -39.7% | +50.0% | +18.6% |
| 6M | +3.2% | -47.9% | +51.0% | +12.2% |
| YTD | +24.6% | +24.1% | +0.5% | +9.3% |
| 1Y | +24.4% | +26.0% | -1.6% | +8.2% |
| 3Y | +36.7% | +282.7% | -245.9% | -14.9% |
| 5Y | +67.0% | +424.2% | -357.2% | -6.8% |
| All | +431.5% | +608.2% | -176.7% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling