+361.3%
LIN vs ACWI
+228.2%
+133.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +0.5% | -2.6% | -2.6% |
| 30D | -2.4% | +0.9% | -3.3% | -3.3% |
| 3M | -5.6% | +2.4% | -8.0% | -8.0% |
| 6M | -3.4% | +12.4% | -15.8% | -14.1% |
| YTD | +13.1% | +15.2% | -2.1% | -2.0% |
| 1Y | +2.5% | +22.7% | -20.2% | -16.7% |
| 3Y | +27.6% | +75.8% | -48.2% | -28.4% |
| 5Y | +63.0% | +67.7% | -4.7% | -4.0% |
| All | +361.3% | +228.2% | +133.1% | +39.2% |
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