+36.2%
LIN vs ACM
-12.3%
+48.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +0.2% | +5.4% | -5.2% | -0.6% |
| 30D | +6.5% | +15.1% | -8.7% | +4.2% |
| 3M | +5.5% | -10.5% | +15.9% | +7.1% |
| 6M | +3.3% | -19.7% | +23.0% | +6.7% |
| YTD | +22.0% | -28.8% | +50.9% | +27.9% |
| 1Y | +25.7% | -47.9% | +73.6% | +43.5% |
| 3Y | +36.2% | -12.4% | +48.6% | +32.3% |
| All | +36.2% | -12.3% | +48.5% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling