+417.5%
LIN vs FLEX
+569.0%
-151.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.6% | -5.7% | -1.9% |
| 7D | +0.2% | -19.3% | +19.5% | +3.4% |
| 30D | +6.5% | -41.5% | +48.0% | +15.6% |
| 3M | +5.5% | -43.1% | +48.6% | +14.6% |
| 6M | +3.3% | -48.2% | +51.5% | +12.4% |
| YTD | +22.0% | +15.5% | +6.5% | +8.5% |
| 1Y | +25.7% | +10.2% | +15.5% | +12.4% |
| 3Y | +36.2% | +256.8% | -220.6% | -14.1% |
| 5Y | +66.1% | +408.2% | -342.1% | -7.0% |
| All | +417.5% | +569.0% | -151.5% | +152.4% |
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