+68.0%
LIN vs Z
-54.8%
+122.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.6% | +10.0% | +0.5% |
| 7D | +3.6% | -2.3% | +5.9% | +3.7% |
| 30D | +6.4% | +9.4% | -3.0% | +5.1% |
| 3M | +6.5% | -16.1% | +22.6% | +8.0% |
| 6M | +4.9% | -30.4% | +35.3% | +8.4% |
| YTD | +23.4% | -55.6% | +79.0% | +34.1% |
| 1Y | +26.3% | -58.5% | +84.8% | +38.3% |
| 3Y | +38.0% | -19.6% | +57.6% | +33.8% |
| 5Y | +68.0% | -54.1% | +122.1% | +65.0% |
| All | +68.0% | -54.8% | +122.8% | +65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling