+60.8%
LIN vs AGG
-1.4%
+62.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -4.1% | -0.4% | -3.7% | -3.9% |
| 3M | -6.4% | -0.3% | -6.1% | -6.2% |
| 6M | -2.4% | -1.2% | -1.2% | -1.8% |
| YTD | +10.9% | -0.4% | +11.3% | +11.1% |
| 1Y | 0.0% | +0.4% | -0.4% | -0.2% |
| 3Y | +25.8% | +13.4% | +12.4% | +18.2% |
| 5Y | +60.8% | -1.4% | +62.3% | +53.9% |
| All | +60.8% | -1.4% | +62.2% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling