+61.9%
LIN vs ACM
+5.0%
+56.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.1% | -3.7% | +1.6% | -1.0% |
| 30D | -2.4% | -11.1% | +8.7% | +0.7% |
| 3M | -5.6% | -8.0% | +2.4% | -3.8% |
| 6M | -3.4% | -29.7% | +26.3% | +7.0% |
| YTD | +13.1% | -29.4% | +42.5% | +23.7% |
| 1Y | +2.5% | -46.4% | +48.9% | +24.3% |
| 3Y | +27.6% | -22.3% | +49.9% | +28.3% |
| All | +61.9% | +5.0% | +56.9% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling