+65.9%
LIN vs XYZ
-64.0%
+129.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | -0.3% |
| 7D | +0.2% | -2.1% | +2.4% | +0.5% |
| 30D | +6.2% | +7.0% | -0.9% | +5.1% |
| 3M | +9.3% | +5.1% | +4.3% | +8.4% |
| 6M | +4.4% | +14.1% | -9.7% | +2.1% |
| YTD | +23.7% | +26.4% | -2.6% | +18.6% |
| 1Y | +23.5% | +25.1% | -1.6% | +18.3% |
| 3Y | +35.8% | +59.7% | -23.9% | +20.2% |
| 5Y | +65.9% | -63.8% | +129.7% | +62.5% |
| All | +65.9% | -64.0% | +129.8% | +62.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling