+37.8%
LIN vs Z
-19.1%
+56.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.6% | +10.0% | 0.0% |
| 7D | +3.6% | -2.3% | +5.9% | +3.7% |
| 30D | +6.4% | +9.4% | -3.0% | +5.7% |
| 3M | +6.5% | -16.1% | +22.6% | +7.4% |
| 6M | +4.9% | -30.4% | +35.3% | +7.0% |
| YTD | +23.4% | -55.6% | +79.0% | +30.4% |
| 1Y | +26.3% | -58.5% | +84.8% | +34.1% |
| All | +37.8% | -19.1% | +56.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 3y: compounded portfolio wealth divided by compounded Z 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…
3y analysis · Full analysis span regression · 6 months rolling