+233.6%
LIN vs FOXA
+94.4%
+139.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.8% |
| 7D | +0.2% | +5.4% | -5.2% | -1.2% |
| 30D | +6.5% | +6.3% | +0.2% | +4.7% |
| 3M | +5.5% | +8.3% | -2.8% | +2.9% |
| 6M | +3.3% | +7.6% | -4.3% | +0.1% |
| YTD | +22.0% | -7.9% | +30.0% | +22.9% |
| 1Y | +25.7% | +2.4% | +23.4% | +22.7% |
| 3Y | +36.2% | +120.3% | -84.1% | +4.5% |
| 5Y | +66.1% | +71.0% | -4.9% | +35.4% |
| All | +233.6% | +94.4% | +139.2% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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