+37.8%
LIN vs FLEX
+238.9%
-201.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -13.6% | +12.9% | -0.4% |
| 7D | +3.6% | -28.3% | +31.9% | +4.3% |
| 30D | +6.4% | -45.0% | +51.4% | +8.0% |
| 3M | +6.5% | -45.2% | +51.7% | +8.0% |
| 6M | +4.9% | -30.8% | +35.7% | +4.1% |
| YTD | +23.4% | +10.4% | +13.0% | +17.9% |
| 1Y | +26.3% | +2.3% | +24.1% | +21.3% |
| All | +37.8% | +238.9% | -201.1% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling