+4,042.1%
LIN vs FLR
+603.8%
+3,438.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.4% | -0.4% |
| 7D | -2.1% | +5.4% | -7.5% | -3.3% |
| 30D | -2.4% | +11.4% | -13.8% | -5.4% |
| 3M | -5.6% | +11.4% | -17.0% | -9.0% |
| 6M | -3.4% | +16.6% | -20.0% | -8.7% |
| YTD | +13.1% | +41.7% | -28.6% | +1.8% |
| 1Y | +2.5% | +35.4% | -33.0% | -7.5% |
| 3Y | +27.6% | +57.3% | -29.7% | +5.3% |
| 5Y | +63.0% | +241.0% | -177.9% | +6.6% |
| 10Y | +359.3% | +16.6% | +342.6% | +229.3% |
| All | +4,042.1% | +603.8% | +3,438.3% | +1,432.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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