+139.0%
MO vs LIN
+38.0%
+101.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +1.1% | +3.6% | -2.5% | +0.4% |
| 30D | +13.2% | +6.4% | +6.8% | +11.8% |
| 3M | +15.2% | +6.5% | +8.7% | +13.7% |
| 6M | +9.9% | +4.9% | +5.0% | +8.7% |
| YTD | +41.1% | +23.4% | +17.6% | +35.8% |
| 1Y | +44.9% | +26.3% | +18.6% | +38.9% |
| All | +139.0% | +38.0% | +101.0% | +126.2% |
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