+3.3%
LIN vs XYZ
+19.2%
-15.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.9% | -1.2% |
| 7D | +0.2% | +12.1% | -12.0% | 0.0% |
| 30D | +6.5% | +12.4% | -5.9% | +6.3% |
| 3M | +5.5% | +8.2% | -2.7% | +5.3% |
| 6M | +3.3% | +20.7% | -17.4% | +5.1% |
| All | +3.3% | +19.2% | -15.9% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling