+431.5%
LIN vs XYZ
+597.9%
-166.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | +2.1% | -1.1% | +3.2% | +2.2% |
| 30D | +6.8% | +11.5% | -4.7% | +4.9% |
| 3M | +10.4% | +1.8% | +8.6% | +9.7% |
| 6M | +3.2% | +21.2% | -18.1% | -0.5% |
| YTD | +24.6% | +29.9% | -5.4% | +17.9% |
| 1Y | +24.4% | +35.8% | -11.4% | +16.8% |
| 3Y | +36.7% | +62.6% | -25.8% | +19.2% |
| 5Y | +67.0% | -62.8% | +129.8% | +73.3% |
| All | +431.5% | +597.9% | -166.4% | +235.1% |
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