+61.9%
LIN vs A
-12.8%
+74.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.1% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | -2.4% | +6.9% | -9.3% | -4.3% |
| 3M | -5.6% | +9.2% | -14.8% | -8.0% |
| 6M | -3.4% | +25.7% | -29.1% | -10.0% |
| YTD | +13.1% | +11.5% | +1.6% | +9.0% |
| 1Y | +2.5% | +18.4% | -15.9% | -3.6% |
| 3Y | +27.6% | +26.6% | +1.0% | +13.2% |
| All | +61.9% | -12.8% | +74.7% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling