+68.0%
LIN vs FLUT
-52.8%
+120.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.8% |
| 7D | +3.6% | +4.8% | -1.2% | +3.1% |
| 30D | +6.4% | +8.8% | -2.4% | +5.4% |
| 3M | +6.5% | -10.7% | +17.2% | +7.4% |
| 6M | +4.9% | -19.7% | +24.6% | +6.4% |
| YTD | +23.4% | -61.4% | +84.9% | +36.6% |
| 1Y | +26.3% | -61.6% | +87.9% | +39.5% |
| 3Y | +38.0% | -51.4% | +89.4% | +44.5% |
| 5Y | +68.0% | -51.0% | +119.0% | +65.8% |
| All | +68.0% | -52.8% | +120.7% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling