+155.7%
MO vs LIN
+424.2%
-268.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.7% |
| 7D | +3.3% | +2.1% | +1.2% | +2.6% |
| 30D | +7.5% | +6.8% | +0.8% | +5.2% |
| 3M | +22.8% | +10.4% | +12.4% | +18.7% |
| 6M | +13.4% | +3.2% | +10.2% | +11.9% |
| YTD | +43.0% | +24.6% | +18.4% | +32.2% |
| 1Y | +45.2% | +24.4% | +20.8% | +34.3% |
| 3Y | +145.5% | +36.7% | +108.8% | +116.9% |
| 5Y | +157.1% | +67.0% | +90.0% | +106.5% |
| All | +155.7% | +424.2% | -268.5% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling