+37.8%
LIN vs ABCL
+139.9%
-102.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.4% | +8.7% | -0.5% |
| 7D | +3.6% | -14.9% | +18.5% | +3.8% |
| 30D | +6.4% | -15.4% | +21.7% | +6.6% |
| 3M | +6.5% | +88.0% | -81.5% | +4.8% |
| 6M | +4.9% | +138.8% | -134.0% | +2.3% |
| YTD | +23.4% | +225.4% | -202.0% | +19.2% |
| 1Y | +26.3% | +137.3% | -111.0% | +23.1% |
| All | +37.8% | +139.9% | -102.1% | +30.5% |
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