+107.3%
META vs LIN
+27.3%
+80.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +6.7% | -2.1% | +8.8% | +7.5% |
| 30D | +4.8% | -2.4% | +7.2% | +5.7% |
| 3M | -1.6% | -5.6% | +3.9% | 0.0% |
| 6M | -7.5% | -3.4% | -4.1% | -7.0% |
| YTD | -6.4% | +13.1% | -19.5% | -13.1% |
| 1Y | -17.3% | +2.5% | -19.8% | -19.3% |
| All | +107.3% | +27.3% | +80.0% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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