+63.3%
LIN vs Z
-55.4%
+118.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | +0.2% | -4.6% | +4.8% | +0.6% |
| 30D | +6.5% | +8.3% | -1.9% | +5.3% |
| 3M | +5.5% | -11.6% | +17.1% | +6.4% |
| 6M | +3.3% | -33.6% | +37.0% | +7.4% |
| YTD | +22.0% | -56.7% | +78.7% | +32.9% |
| 1Y | +25.7% | -59.1% | +84.9% | +37.8% |
| 3Y | +36.2% | -20.4% | +56.6% | +32.2% |
| All | +63.3% | -55.4% | +118.7% | +60.7% |
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