+82.1%
QQQ vs LIN
+66.9%
+15.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.9% |
| 7D | -0.2% | +0.3% | -0.6% | -0.4% |
| 30D | -7.5% | +8.0% | -15.5% | -11.1% |
| 3M | -3.8% | +7.7% | -11.5% | -7.6% |
| 6M | -3.0% | +5.1% | -8.1% | -6.2% |
| YTD | +12.8% | +24.7% | -11.9% | -1.8% |
| 1Y | +11.6% | +25.1% | -13.5% | -3.1% |
| 3Y | +85.6% | +36.8% | +48.7% | +50.3% |
| 5Y | +82.1% | +67.9% | +14.3% | +25.2% |
| All | +82.1% | +66.9% | +15.2% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling