+101.4%
META vs LIN
+38.9%
+62.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.1% | +0.7% |
| 7D | +2.9% | +3.3% | -0.4% | +1.9% |
| 30D | -15.1% | +8.8% | -23.9% | -17.3% |
| 3M | +7.2% | +8.6% | -1.4% | +4.5% |
| 6M | +3.4% | +7.0% | -3.6% | +0.6% |
| YTD | -4.3% | +24.3% | -28.6% | -13.6% |
| 1Y | +0.8% | +27.3% | -26.5% | -10.1% |
| All | +101.4% | +38.9% | +62.5% | +76.1% |
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