+431.5%
LIN vs FTV
+109.2%
+322.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.6% |
| 7D | +2.1% | +3.9% | -1.8% | +0.2% |
| 30D | +6.8% | +18.7% | -11.9% | -1.8% |
| 3M | +10.4% | +10.0% | +0.4% | +5.1% |
| 6M | +3.2% | +14.6% | -11.4% | -4.1% |
| YTD | +24.6% | +23.4% | +1.2% | +10.1% |
| 1Y | +24.4% | +31.3% | -6.9% | +6.4% |
| 3Y | +36.7% | +39.8% | -3.1% | +9.5% |
| 5Y | +67.0% | +17.7% | +49.3% | +44.1% |
| All | +431.5% | +109.2% | +322.3% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling