+61.9%
LIN vs FTI
+1,129.5%
-1,067.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.1% | +5.3% | -7.4% | -2.8% |
| 30D | -2.4% | +15.3% | -17.8% | -4.3% |
| 3M | -5.6% | +15.8% | -21.3% | -7.6% |
| 6M | -3.4% | +22.6% | -26.0% | -6.4% |
| YTD | +13.1% | +79.5% | -66.4% | +3.8% |
| 1Y | +2.5% | +102.0% | -99.6% | -7.7% |
| 3Y | +27.6% | +315.8% | -288.2% | +1.9% |
| All | +61.9% | +1,129.5% | -1,067.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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