+38.7%
LIN vs ABCL
+164.7%
-125.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.6% |
| 7D | +3.3% | -10.0% | +13.2% | +3.4% |
| 30D | +8.8% | -10.9% | +19.7% | +8.9% |
| 3M | +8.6% | +101.6% | -93.0% | +6.9% |
| 6M | +7.0% | +167.5% | -160.5% | +4.2% |
| YTD | +24.3% | +259.1% | -234.8% | +19.8% |
| 1Y | +27.3% | +152.2% | -124.9% | +24.0% |
| All | +38.7% | +164.7% | -125.9% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 3y: compounded portfolio wealth divided by compounded ABCL 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…
3y analysis · Full analysis span regression · 6 months rolling