+67.7%
T vs LIN
+61.6%
+6.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.7% |
| 7D | -1.3% | -2.1% | +0.8% | -0.8% |
| 30D | +11.4% | -2.4% | +13.8% | +12.0% |
| 3M | +14.3% | -5.6% | +19.9% | +15.7% |
| 6M | -9.3% | -3.4% | -5.9% | -8.8% |
| YTD | +7.1% | +13.1% | -6.0% | +3.3% |
| 1Y | -9.1% | +2.5% | -11.6% | -10.2% |
| 3Y | +105.3% | +27.6% | +77.7% | +90.9% |
| All | +67.7% | +61.6% | +6.1% | +38.2% |
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