+412.1%
LIN vs ACWI
+220.7%
+191.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.7% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | +7.9% | -3.3% | +11.1% | +10.9% |
| 3M | +6.3% | -3.4% | +9.7% | +9.2% |
| 6M | +6.5% | +0.8% | +5.7% | +4.7% |
| YTD | +23.6% | +10.7% | +12.9% | +10.6% |
| 1Y | +25.7% | +11.6% | +14.1% | +11.5% |
| 3Y | +35.6% | +73.4% | -37.8% | -23.5% |
| 5Y | +65.9% | +60.2% | +5.7% | +1.5% |
| 10Y | +412.1% | +221.6% | +190.5% | +51.6% |
| All | +412.1% | +220.7% | +191.4% | +51.6% |
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