+423.5%
LIN vs ACWI
+219.2%
+204.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +2.7% |
| 7D | +3.6% | -4.0% | +7.6% | +7.3% |
| 30D | +6.4% | -5.8% | +12.2% | +12.0% |
| 3M | +6.5% | -5.0% | +11.5% | +11.1% |
| 6M | +4.9% | +0.7% | +4.2% | +3.2% |
| YTD | +23.4% | +8.4% | +15.0% | +12.6% |
| 1Y | +26.3% | +10.1% | +16.2% | +13.4% |
| 3Y | +38.0% | +70.8% | -32.8% | -21.1% |
| 5Y | +68.0% | +55.4% | +12.6% | +5.8% |
| All | +423.5% | +219.2% | +204.3% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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