+523.8%
QQQ vs LIN
+417.8%
+106.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -1.5% | +2.0% | -3.5% | -2.6% |
| 30D | -10.2% | +7.9% | -18.1% | -13.9% |
| 3M | -6.3% | +6.3% | -12.6% | -9.6% |
| 6M | -4.9% | +6.5% | -11.4% | -9.0% |
| YTD | +10.2% | +23.6% | -13.4% | -3.7% |
| 1Y | +8.8% | +25.7% | -16.9% | -6.0% |
| 3Y | +81.4% | +35.6% | +45.8% | +48.4% |
| 5Y | +78.5% | +65.9% | +12.6% | +27.9% |
| 10Y | +523.8% | +412.1% | +111.7% | +149.4% |
| All | +523.8% | +417.8% | +106.0% | +149.4% |
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