+63.3%
LIN vs AA
-15.4%
+78.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.1% | -1.5% |
| 7D | +0.2% | +0.9% | -0.7% | +0.1% |
| 30D | +6.5% | -6.7% | +13.1% | +7.2% |
| 3M | +5.5% | -16.3% | +21.8% | +7.3% |
| 6M | +3.3% | -37.1% | +40.4% | +8.1% |
| YTD | +22.0% | -25.0% | +47.0% | +23.9% |
| 1Y | +25.7% | +8.6% | +17.2% | +21.3% |
| 3Y | +36.2% | +57.2% | -21.0% | +19.3% |
| All | +63.3% | -15.4% | +78.7% | +54.6% |
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