+422.4%
LIN vs FLUT
-25.6%
+448.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.2% |
| 7D | +2.0% | -1.5% | +3.5% | +2.1% |
| 30D | +7.9% | +3.4% | +4.4% | +7.6% |
| 3M | +6.3% | -12.5% | +18.8% | +7.1% |
| 6M | +6.5% | -18.5% | +24.9% | +7.5% |
| YTD | +23.6% | -61.6% | +85.2% | +32.4% |
| 1Y | +25.7% | -64.1% | +89.8% | +35.3% |
| 3Y | +35.6% | -44.5% | +80.1% | +39.3% |
| 5Y | +65.9% | -51.3% | +117.1% | +66.9% |
| All | +422.4% | -25.6% | +448.0% | +430.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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