+61.9%
LIN vs AA
+10.5%
+51.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.2% | -0.7% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | -2.4% | +5.0% | -7.4% | -3.1% |
| 3M | -5.6% | -35.8% | +30.2% | -1.1% |
| 6M | -3.4% | -18.4% | +15.0% | -2.2% |
| YTD | +13.1% | -5.5% | +18.6% | +12.0% |
| 1Y | +2.5% | +61.0% | -58.5% | -5.8% |
| 3Y | +27.6% | +66.2% | -38.6% | +12.6% |
| All | +61.9% | +10.5% | +51.4% | +49.0% |
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