+361.3%
LIN vs ACGL
+276.1%
+85.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.8% | -0.2% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -2.4% | -1.0% | -1.4% | -2.0% |
| 3M | -5.6% | +11.0% | -16.6% | -9.9% |
| 6M | -3.4% | -0.3% | -3.1% | -3.7% |
| YTD | +13.1% | +2.3% | +10.8% | +11.2% |
| 1Y | +2.5% | +6.4% | -3.9% | -1.1% |
| 3Y | +27.6% | +34.0% | -6.4% | +8.6% |
| 5Y | +63.0% | +161.6% | -98.6% | +0.2% |
| All | +361.3% | +276.1% | +85.2% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling