+37.8%
LIN vs A
+61.4%
-23.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.2% |
| 7D | +3.6% | -5.2% | +8.8% | +4.3% |
| 30D | +6.4% | +1.4% | +4.9% | +6.0% |
| 3M | +6.5% | +21.9% | -15.4% | +3.1% |
| 6M | +4.9% | +46.7% | -41.8% | -1.6% |
| YTD | +23.4% | +27.2% | -3.7% | +18.9% |
| 1Y | +26.3% | +17.9% | +8.4% | +23.5% |
| All | +37.8% | +61.4% | -23.6% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 3y: compounded portfolio wealth divided by compounded A 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…
3y analysis · Full analysis span regression · 6 months rolling