+417.3%
LIN vs ACM
+147.1%
+270.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | -0.8% |
| 7D | +0.1% | +6.9% | -6.8% | -2.2% |
| 30D | +7.6% | +19.1% | -11.5% | +1.2% |
| 3M | +6.5% | -6.9% | +13.5% | +8.4% |
| 6M | +6.2% | -12.0% | +18.2% | +9.4% |
| YTD | +23.2% | -25.1% | +48.4% | +33.0% |
| 1Y | +25.4% | -45.4% | +70.8% | +52.1% |
| 3Y | +38.3% | -6.9% | +45.2% | +33.3% |
| 5Y | +64.4% | +3.7% | +60.7% | +50.5% |
| 10Y | +417.3% | +135.8% | +281.5% | +254.0% |
| All | +417.3% | +147.1% | +270.2% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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