+1,570.9%
QQQ vs LIN
+4,446.4%
-2,875.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | +0.4% | -2.1% | +2.5% | +1.3% |
| 30D | +0.2% | -2.4% | +2.7% | +1.3% |
| 3M | -2.8% | -5.6% | +2.8% | -0.7% |
| 6M | +18.0% | -3.4% | +21.4% | +18.9% |
| YTD | +17.3% | +13.1% | +4.2% | +9.6% |
| 1Y | +25.6% | +2.5% | +23.1% | +22.5% |
| 3Y | +93.7% | +27.6% | +66.1% | +69.7% |
| 5Y | +94.2% | +63.0% | +31.1% | +50.9% |
| 10Y | +557.9% | +359.3% | +198.6% | +215.0% |
| All | +1,570.9% | +4,446.4% | -2,875.5% | +314.9% |
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