+29.7%
LIN vs ZYBT
-60.2%
+90.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +6.8% | -2.0% | +8.7% | +6.8% |
| 3M | +10.4% | -2.0% | +12.3% | +10.4% |
| 6M | +3.2% | +56.4% | -53.3% | +3.4% |
| YTD | +24.6% | +30.4% | -5.8% | +25.0% |
| 1Y | +24.4% | -30.2% | +54.6% | +25.3% |
| All | +29.7% | -60.2% | +90.0% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 all: compounded portfolio wealth divided by compounded ZYBT 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…
all analysis · Full analysis span regression · 6 months rolling