+431.5%
LIN vs ACM
+132.6%
+298.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +2.1% | +5.6% | -3.5% | +0.1% |
| 30D | +6.8% | +20.8% | -14.1% | -0.2% |
| 3M | +10.4% | +11.4% | -1.0% | +5.8% |
| 6M | +3.2% | +0.9% | +2.2% | +1.5% |
| YTD | +24.6% | -24.8% | +49.4% | +34.5% |
| 1Y | +24.4% | -46.4% | +70.8% | +52.9% |
| 3Y | +36.7% | -9.2% | +46.0% | +33.0% |
| 5Y | +67.0% | +5.0% | +62.0% | +51.5% |
| All | +431.5% | +132.6% | +298.9% | +254.6% |
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