+446.1%
LIN vs P
+485.4%
-39.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.3% | -1.1% |
| 7D | -2.1% | +6.5% | -8.7% | -2.9% |
| 30D | -2.4% | +18.8% | -21.3% | -4.9% |
| 3M | -5.6% | +26.7% | -32.3% | -9.2% |
| 6M | -3.4% | +62.2% | -65.6% | -10.6% |
| YTD | +13.1% | +48.5% | -35.4% | +5.3% |
| 1Y | +2.5% | +26.4% | -23.9% | -3.8% |
| 3Y | +27.6% | +159.4% | -131.8% | +2.0% |
| 5Y | +63.0% | +275.8% | -212.8% | +19.6% |
| 10Y | +359.3% | +732.0% | -372.7% | +186.5% |
| All | +446.1% | +485.4% | -39.3% | +244.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling