+3,117.8%
LIN vs FLUT
+1,660.0%
+1,457.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.7% |
| 7D | +3.3% | +4.2% | -0.9% | +3.1% |
| 30D | +8.8% | +8.0% | +0.8% | +8.4% |
| 3M | +8.6% | -22.1% | +30.7% | +9.6% |
| 6M | +7.0% | -21.7% | +28.7% | +7.8% |
| YTD | +24.3% | -62.0% | +86.2% | +28.9% |
| 1Y | +27.3% | -63.2% | +90.4% | +32.1% |
| 3Y | +38.9% | -52.1% | +91.0% | +42.0% |
| 5Y | +69.4% | -52.9% | +122.3% | +71.2% |
| 10Y | +440.7% | -26.2% | +467.0% | +439.4% |
| All | +3,117.8% | +1,660.0% | +1,457.8% | +2,965.0% |
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