+24.5%
LIN vs WYNN
-2.3%
+26.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.1% |
| 7D | -4.0% | -1.4% | -2.5% | -3.8% |
| 30D | -4.9% | -11.8% | +6.8% | -3.7% |
| 3M | -9.2% | -15.8% | +6.6% | -7.6% |
| 6M | -2.6% | -10.7% | +8.1% | -1.6% |
| YTD | +10.5% | -24.5% | +35.0% | +13.6% |
| 1Y | -0.1% | -25.0% | +24.9% | +2.4% |
| All | +24.5% | -2.3% | +26.9% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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