+63.3%
LIN vs ADM
+24.5%
+38.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | +0.2% | -9.0% | +9.2% | +2.0% |
| 30D | +6.5% | -14.0% | +20.4% | +9.5% |
| 3M | +5.5% | -9.2% | +14.6% | +7.2% |
| 6M | +3.3% | -9.2% | +12.5% | +4.8% |
| YTD | +22.0% | +24.2% | -2.2% | +15.6% |
| 1Y | +25.7% | +27.0% | -1.2% | +18.4% |
| 3Y | +36.2% | +6.6% | +29.6% | +30.3% |
| All | +63.3% | +24.5% | +38.9% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling