+25.1%
LIN vs FLUT
-62.9%
+88.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | +1.0% |
| 7D | +0.3% | +4.5% | -4.2% | +0.4% |
| 30D | +8.0% | +9.2% | -1.2% | +8.3% |
| 3M | +7.7% | -13.7% | +21.4% | +7.2% |
| 6M | +5.1% | -9.0% | +14.1% | +5.1% |
| YTD | +24.7% | -60.2% | +85.0% | +27.1% |
| 1Y | +25.1% | -63.1% | +88.2% | +27.8% |
| All | +25.1% | -62.9% | +88.0% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling