+412.1%
LIN vs AG
+64.1%
+348.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.9% | +6.1% | +0.7% |
| 7D | +2.0% | +6.0% | -4.0% | +1.6% |
| 30D | +7.9% | -13.5% | +21.4% | +8.8% |
| 3M | +6.3% | -20.7% | +27.0% | +7.6% |
| 6M | +6.5% | -31.5% | +38.0% | +8.4% |
| YTD | +23.6% | -10.1% | +33.7% | +22.2% |
| 1Y | +25.7% | +26.0% | -0.3% | +21.1% |
| 3Y | +35.6% | +228.9% | -193.3% | +17.7% |
| 5Y | +65.9% | +8.7% | +57.2% | +53.1% |
| 10Y | +412.1% | +71.9% | +340.2% | +339.8% |
| All | +412.1% | +64.1% | +348.0% | +339.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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