+64.4%
LIN vs AA
-9.6%
+74.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.8% | -4.8% | +0.3% |
| 7D | +0.1% | +4.8% | -4.7% | -0.4% |
| 30D | +7.6% | -0.6% | +8.2% | +7.5% |
| 3M | +6.5% | -16.3% | +22.8% | +8.4% |
| 6M | +6.2% | -33.4% | +39.6% | +10.4% |
| YTD | +23.2% | -20.7% | +43.9% | +24.3% |
| 1Y | +25.4% | +12.9% | +12.5% | +20.4% |
| 3Y | +38.3% | +75.7% | -37.4% | +19.2% |
| 5Y | +64.4% | -6.8% | +71.2% | +53.7% |
| All | +64.4% | -9.6% | +74.1% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling