+361.3%
LIN vs AA
+115.8%
+245.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.6% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -2.4% | +5.0% | -7.4% | -3.4% |
| 3M | -5.6% | -35.8% | +30.2% | +0.6% |
| 6M | -3.4% | -18.4% | +15.0% | -1.7% |
| YTD | +13.1% | -5.5% | +18.6% | +11.8% |
| 1Y | +2.5% | +61.0% | -58.5% | -8.3% |
| 3Y | +27.6% | +66.2% | -38.6% | +8.3% |
| 5Y | +63.0% | +11.4% | +51.6% | +40.2% |
| All | +361.3% | +115.8% | +245.5% | +191.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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