+68.0%
LIN vs ACM
+1.8%
+66.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | 0.0% |
| 7D | +3.6% | +5.1% | -1.5% | +2.1% |
| 30D | +6.4% | +11.5% | -5.1% | +3.0% |
| 3M | +6.5% | -10.5% | +16.9% | +9.5% |
| 6M | +4.9% | -20.4% | +25.2% | +11.4% |
| YTD | +23.4% | -28.9% | +52.3% | +34.6% |
| 1Y | +26.3% | -48.7% | +75.0% | +57.1% |
| 3Y | +38.0% | -12.5% | +50.5% | +29.7% |
| 5Y | +68.0% | +0.5% | +67.5% | +44.2% |
| All | +68.0% | +1.8% | +66.2% | +44.2% |
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