+2.5%
LIN vs VIAV
+200.0%
-197.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.6% | -0.9% |
| 7D | -2.1% | -4.6% | +2.5% | -2.2% |
| 30D | -2.4% | -10.4% | +8.0% | -2.6% |
| 3M | -5.6% | -34.5% | +28.9% | -5.5% |
| 6M | -3.4% | +7.0% | -10.4% | -2.7% |
| YTD | +13.1% | +95.6% | -82.5% | +16.7% |
| 1Y | +2.5% | +197.2% | -194.7% | +3.0% |
| All | +2.5% | +200.0% | -197.5% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 1y: compounded portfolio wealth divided by compounded VIAV 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…
1y analysis · Full analysis span regression · 6 months rolling