+327.1%
NET vs LIN
+27.3%
+299.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -7.0% | -2.1% | -4.9% | -6.4% |
| 30D | -4.8% | -2.4% | -2.4% | -4.1% |
| 3M | +3.8% | -5.6% | +9.4% | +5.2% |
| 6M | +50.0% | -3.4% | +53.4% | +50.3% |
| YTD | +41.5% | +13.1% | +28.4% | +31.2% |
| 1Y | +32.8% | +2.5% | +30.4% | +30.8% |
| All | +327.1% | +27.3% | +299.8% | +238.7% |
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