+61.9%
LIN vs M
+27.3%
+34.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.2% |
| 7D | -2.1% | +4.7% | -6.8% | -2.6% |
| 30D | -2.4% | -9.6% | +7.2% | -1.5% |
| 3M | -5.6% | +0.9% | -6.4% | -5.9% |
| 6M | -3.4% | +22.3% | -25.7% | -5.7% |
| YTD | +13.1% | +6.5% | +6.6% | +11.7% |
| 1Y | +2.5% | +38.8% | -36.3% | -1.9% |
| 3Y | +27.6% | +115.9% | -88.3% | +11.4% |
| All | +61.9% | +27.3% | +34.6% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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