+30.0%
LIN vs QLD
+178.0%
-147.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -2.4% | -0.1% | -2.3% | -2.5% |
| 3M | -5.6% | -8.4% | +2.8% | -4.8% |
| 6M | -3.4% | +32.2% | -35.6% | -8.3% |
| YTD | +13.1% | +28.9% | -15.8% | +7.7% |
| 1Y | +2.5% | +43.8% | -41.4% | -4.9% |
| All | +30.0% | +178.0% | -147.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 3y: compounded portfolio wealth divided by compounded QLD 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…
3y analysis · Full analysis span regression · 6 months rolling