+408.6%
LIN vs FTV
+90.8%
+317.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.1% | -4.5% | +2.4% | 0.0% |
| 30D | -2.4% | -7.1% | +4.6% | +0.9% |
| 3M | -5.6% | -7.2% | +1.6% | -2.6% |
| 6M | -3.4% | -1.5% | -1.9% | -3.6% |
| YTD | +13.1% | +3.5% | +9.6% | +9.2% |
| 1Y | +2.5% | +20.3% | -17.9% | -8.7% |
| 3Y | +27.6% | -3.1% | +30.7% | +23.7% |
| 5Y | +63.0% | +2.3% | +60.7% | +50.6% |
| 10Y | +359.3% | +76.3% | +283.0% | +223.8% |
| All | +408.6% | +90.8% | +317.8% | +252.4% |
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