+361.3%
LIN vs FLEX
+995.9%
-634.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | -2.4% | -10.1% | +7.7% | -0.7% |
| 3M | -5.6% | -31.3% | +25.8% | -0.1% |
| 6M | -3.4% | +71.3% | -74.7% | -17.9% |
| YTD | +13.1% | +81.2% | -68.1% | -5.8% |
| 1Y | +2.5% | +98.5% | -96.0% | -17.4% |
| 3Y | +27.6% | +428.2% | -400.6% | -23.6% |
| 5Y | +63.0% | +657.3% | -594.2% | -13.5% |
| All | +361.3% | +995.9% | -634.7% | +105.3% |
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