+431.5%
LIN vs ALB
+32.4%
+399.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | +2.1% | -5.8% | +7.9% | +3.2% |
| 30D | +6.8% | -4.5% | +11.3% | +7.5% |
| 3M | +10.4% | -28.1% | +38.4% | +16.7% |
| 6M | +3.2% | -53.2% | +56.3% | +17.4% |
| YTD | +24.6% | -33.3% | +57.9% | +30.5% |
| 1Y | +24.4% | -17.4% | +41.8% | +24.5% |
| 3Y | +36.7% | -14.1% | +50.9% | +24.4% |
| 5Y | +67.0% | -64.0% | +131.0% | +81.5% |
| All | +431.5% | +32.4% | +399.1% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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