+2,256.6%
LIN vs AGG
+98.1%
+2,158.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -2.1% | -0.2% | -2.0% | -2.1% |
| 30D | -2.4% | -0.4% | -2.0% | -2.4% |
| 3M | -5.6% | -0.7% | -4.9% | -5.6% |
| 6M | -3.4% | -1.5% | -1.9% | -3.3% |
| YTD | +13.1% | -0.3% | +13.4% | +13.1% |
| 1Y | +2.5% | +1.3% | +1.2% | +2.4% |
| 3Y | +27.6% | +13.2% | +14.4% | +27.6% |
| 5Y | +63.0% | -1.4% | +64.5% | +59.2% |
| 10Y | +359.3% | +14.9% | +344.4% | +367.4% |
| All | +2,256.6% | +98.1% | +2,158.6% | +2,343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling