+1,405.4%
QQQ vs LIN
+4,862.1%
-3,456.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.7% | -5.8% | -6.2% |
| 7D | -9.5% | +3.6% | -13.1% | -11.1% |
| 30D | -14.8% | +6.4% | -21.2% | -17.3% |
| 3M | -9.7% | +6.5% | -16.2% | -12.5% |
| 6M | -4.9% | +4.9% | -9.7% | -7.6% |
| YTD | +5.7% | +23.4% | -17.8% | -5.3% |
| 1Y | +4.3% | +26.3% | -22.0% | -7.7% |
| 3Y | +79.0% | +38.0% | +41.0% | +51.0% |
| 5Y | +67.3% | +68.0% | -0.7% | +27.9% |
| 10Y | +509.2% | +437.1% | +72.1% | +171.5% |
| All | +1,405.4% | +4,862.1% | -3,456.7% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling