-0.1%
LIN vs AGG
+0.2%
-0.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.2% |
| 7D | -4.0% | -0.2% | -3.8% | -3.9% |
| 30D | -4.9% | -0.2% | -4.7% | -4.8% |
| 3M | -9.2% | -0.7% | -8.5% | -9.0% |
| 6M | -2.6% | -1.8% | -0.8% | -1.7% |
| YTD | +10.5% | -0.6% | +11.1% | +10.7% |
| 1Y | -0.1% | +0.4% | -0.5% | +0.1% |
| All | -0.1% | +0.2% | -0.3% | +0.1% |
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