+417.5%
LIN vs ACM
+155.0%
+262.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +0.2% | +5.4% | -5.2% | -1.6% |
| 30D | +6.5% | +15.1% | -8.7% | +1.5% |
| 3M | +5.5% | -10.5% | +15.9% | +8.7% |
| 6M | +3.3% | -19.7% | +23.0% | +9.9% |
| YTD | +22.0% | -28.8% | +50.9% | +33.8% |
| 1Y | +25.7% | -47.9% | +73.6% | +54.5% |
| 3Y | +36.2% | -12.4% | +48.6% | +34.4% |
| 5Y | +66.1% | +0.6% | +65.5% | +54.0% |
| All | +417.5% | +155.0% | +262.5% | +263.3% |
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