+107.2%
LIN vs ABCL
-81.3%
+188.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.9% |
| 7D | -2.1% | +0.7% | -2.8% | -2.1% |
| 30D | -2.4% | +93.1% | -95.5% | -5.4% |
| 3M | -5.6% | +79.4% | -85.0% | -8.4% |
| 6M | -3.4% | +214.9% | -218.3% | -9.0% |
| YTD | +13.1% | +234.2% | -221.1% | +6.0% |
| 1Y | +2.5% | +174.8% | -172.3% | -3.6% |
| 3Y | +27.6% | +104.5% | -76.9% | +19.0% |
| 5Y | +63.0% | -39.0% | +102.0% | +56.3% |
| All | +107.2% | -81.3% | +188.5% | +105.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling