+412.1%
LIN vs ADM
+100.5%
+311.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +2.0% | -1.8% | +3.8% | +2.6% |
| 30D | +7.9% | -13.3% | +21.1% | +13.0% |
| 3M | +6.3% | -13.4% | +19.7% | +11.1% |
| 6M | +6.5% | -9.6% | +16.1% | +9.2% |
| YTD | +23.6% | +23.0% | +0.5% | +13.0% |
| 1Y | +25.7% | +27.4% | -1.6% | +13.3% |
| 3Y | +35.6% | +5.7% | +29.9% | +26.2% |
| 5Y | +65.9% | +22.1% | +43.8% | +38.4% |
| 10Y | +412.1% | +106.0% | +306.1% | +204.9% |
| All | +412.1% | +100.5% | +311.6% | +204.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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