+417.5%
LIN vs XYZ
+597.2%
-179.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.4% |
| 7D | +0.2% | +12.1% | -12.0% | -1.6% |
| 30D | +6.5% | +12.4% | -5.9% | +4.5% |
| 3M | +5.5% | +8.2% | -2.7% | +3.9% |
| 6M | +3.3% | +20.7% | -17.4% | -0.2% |
| YTD | +22.0% | +31.3% | -9.3% | +15.4% |
| 1Y | +25.7% | +20.5% | +5.2% | +20.2% |
| 3Y | +36.2% | +72.6% | -36.4% | +17.7% |
| 5Y | +66.1% | -64.0% | +130.1% | +73.3% |
| All | +417.5% | +597.2% | -179.7% | +248.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 10y: compounded portfolio wealth divided by compounded XYZ 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…
10y analysis · Full analysis span regression · 6 months rolling