+361.3%
LIN vs ACM
+127.0%
+234.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.1% | -3.7% | +1.6% | -0.9% |
| 30D | -2.4% | -11.1% | +8.7% | +1.1% |
| 3M | -5.6% | -8.0% | +2.4% | -3.7% |
| 6M | -3.4% | -29.7% | +26.3% | +7.7% |
| YTD | +13.1% | -29.4% | +42.5% | +24.7% |
| 1Y | +2.5% | -46.4% | +48.9% | +24.6% |
| 3Y | +27.6% | -22.3% | +49.9% | +32.1% |
| 5Y | +63.0% | +4.5% | +58.6% | +49.0% |
| All | +361.3% | +127.0% | +234.3% | +220.4% |
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