+59.1%
LIN vs WYNN
-12.8%
+71.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | -4.3% | -3.4% | -0.8% | -3.7% |
| 30D | -5.6% | -15.4% | +9.8% | -3.0% |
| 3M | -9.0% | -15.8% | +6.8% | -6.6% |
| 6M | -2.5% | -13.5% | +11.0% | -0.5% |
| YTD | +9.3% | -26.0% | +35.3% | +14.2% |
| 1Y | -1.0% | -27.4% | +26.4% | +3.3% |
| 3Y | +24.0% | -3.7% | +27.7% | +19.6% |
| 5Y | +59.1% | -9.8% | +68.9% | +47.4% |
| All | +59.1% | -12.8% | +71.9% | +47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling