+455.0%
LIN vs FTV
+119.2%
+335.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | +1.3% |
| 7D | +3.6% | -0.6% | +4.2% | +3.8% |
| 30D | +6.4% | +13.0% | -6.6% | +0.2% |
| 3M | +6.5% | +6.8% | -0.3% | +2.9% |
| 6M | +4.9% | +8.0% | -3.2% | +0.3% |
| YTD | +23.4% | +18.9% | +4.6% | +11.3% |
| 1Y | +26.3% | +30.8% | -4.5% | +8.3% |
| 3Y | +38.0% | +33.4% | +4.6% | +13.5% |
| 5Y | +68.0% | +12.7% | +55.3% | +48.3% |
| 10Y | +437.1% | +111.6% | +325.6% | +250.5% |
| All | +455.0% | +119.2% | +335.9% | +259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling