+61.9%
LIN vs XYZ
-69.4%
+131.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -2.4% | -1.7% | -0.7% | -2.3% |
| 3M | -5.6% | +16.7% | -22.3% | -7.6% |
| 6M | -3.4% | +26.9% | -30.2% | -6.8% |
| YTD | +13.1% | +27.1% | -14.0% | +8.5% |
| 1Y | +2.5% | +9.3% | -6.8% | 0.0% |
| 3Y | +27.6% | +42.3% | -14.7% | +14.9% |
| All | +61.9% | -69.4% | +131.3% | +67.1% |
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 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