+2,828.5%
LIN vs FLUT
+2,054.3%
+774.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.9% |
| 7D | -2.1% | -1.6% | -0.5% | -2.1% |
| 30D | -2.4% | +7.7% | -10.2% | -2.8% |
| 3M | -5.6% | -0.7% | -4.9% | -5.7% |
| 6M | -3.4% | -11.2% | +7.8% | -3.2% |
| YTD | +13.1% | -53.4% | +66.6% | +16.4% |
| 1Y | +2.5% | -65.8% | +68.2% | +6.8% |
| 3Y | +27.6% | -44.9% | +72.5% | +29.7% |
| 5Y | +63.0% | -49.7% | +112.7% | +64.0% |
| 10Y | +359.3% | -9.7% | +369.0% | +354.7% |
| All | +2,828.5% | +2,054.3% | +774.3% | +2,668.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling