+427.9%
LIN vs AKAM
+31.6%
+396.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +0.2% | +11.2% | -11.0% | -1.8% |
| 30D | +6.2% | -13.4% | +19.6% | +8.5% |
| 3M | +9.3% | -29.5% | +38.8% | +15.7% |
| 6M | +4.4% | -42.1% | +46.5% | +14.0% |
| YTD | +23.7% | -0.8% | +24.5% | +15.9% |
| 1Y | +23.5% | -3.9% | +27.4% | +16.6% |
| 3Y | +35.8% | -21.9% | +57.6% | +31.0% |
| 5Y | +65.9% | -22.4% | +88.3% | +57.9% |
| All | +427.9% | +31.6% | +396.3% | +326.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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