+61.9%
LIN vs Z
-64.8%
+126.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.7% |
| 7D | -2.1% | -3.0% | +0.9% | -1.8% |
| 30D | -2.4% | -4.2% | +1.8% | -2.1% |
| 3M | -5.6% | -3.7% | -1.9% | -5.5% |
| 6M | -3.4% | -24.5% | +21.1% | -1.1% |
| YTD | +13.1% | -49.3% | +62.4% | +20.8% |
| 1Y | +2.5% | -58.7% | +61.1% | +11.8% |
| 3Y | +27.6% | -34.1% | +61.7% | +28.9% |
| All | +61.9% | -64.8% | +126.7% | +57.3% |
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