+72.2%
V vs LIN
+61.6%
+10.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -1.7% | -2.1% | +0.4% | -0.6% |
| 30D | +2.0% | -2.4% | +4.4% | +3.3% |
| 3M | +17.4% | -5.6% | +22.9% | +20.6% |
| 6M | +17.5% | -3.4% | +20.9% | +18.8% |
| YTD | +7.6% | +13.1% | -5.5% | -0.8% |
| 1Y | +7.7% | +2.5% | +5.2% | +4.9% |
| 3Y | +54.7% | +27.6% | +27.1% | +32.2% |
| All | +72.2% | +61.6% | +10.6% | +24.2% |
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