+400.4%
ALAB vs LIN
+5.8%
+394.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +9.8% |
| 7D | +7.2% | -2.1% | +9.3% | +7.3% |
| 30D | -2.5% | -2.4% | -0.1% | -2.4% |
| 3M | -13.3% | -5.6% | -7.7% | -13.4% |
| 6M | +172.8% | -3.4% | +176.2% | +170.9% |
| YTD | +86.6% | +13.1% | +73.5% | +75.1% |
| 1Y | +65.2% | +2.5% | +62.7% | +67.1% |
| All | +400.4% | +5.8% | +394.6% | +412.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling