+61.9%
LIN vs P
+276.6%
-214.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.1% |
| 7D | -2.1% | +6.5% | -8.7% | -2.6% |
| 30D | -2.4% | +18.8% | -21.3% | -4.1% |
| 3M | -5.6% | +26.7% | -32.3% | -8.0% |
| 6M | -3.4% | +62.2% | -65.6% | -8.5% |
| YTD | +13.1% | +48.5% | -35.4% | +7.6% |
| 1Y | +2.5% | +26.4% | -23.9% | -2.1% |
| 3Y | +27.6% | +159.4% | -131.8% | +4.1% |
| All | +61.9% | +276.6% | -214.8% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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