+500.0%
LIN vs P
+557.5%
-57.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.0% | +7.6% | +3.2% |
| 7D | +3.3% | -19.4% | +22.6% | +5.7% |
| 30D | +8.8% | -22.3% | +31.1% | +11.5% |
| 3M | +8.6% | +33.2% | -24.6% | +3.7% |
| 6M | +7.0% | +53.6% | -46.6% | -0.7% |
| YTD | +24.3% | +66.8% | -42.5% | +13.3% |
| 1Y | +27.3% | +17.5% | +9.7% | +20.3% |
| 3Y | +38.9% | +219.7% | -180.8% | +7.0% |
| 5Y | +69.4% | +307.8% | -238.4% | +22.3% |
| 10Y | +440.7% | +855.3% | -414.6% | +229.8% |
| All | +500.0% | +557.5% | -57.4% | +270.3% |
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 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