+27.3%
LIN vs AGG
-0.5%
+27.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.3% |
| 7D | +3.3% | +0.5% | +2.8% | +3.0% |
| 30D | +8.8% | +2.4% | +6.4% | +7.6% |
| 3M | +8.6% | -1.0% | +9.6% | +9.2% |
| 6M | +7.0% | -0.9% | +7.9% | +7.3% |
| YTD | +24.3% | -0.9% | +25.2% | +25.0% |
| 1Y | +27.3% | -0.5% | +27.8% | +27.7% |
| All | +27.3% | -0.5% | +27.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 1y: compounded portfolio wealth divided by compounded AGG 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…
1y analysis · Full analysis span regression · 6 months rolling