+61.9%
LIN vs ALB
-44.4%
+106.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.5% | -0.4% |
| 7D | -2.1% | -8.1% | +5.9% | -1.2% |
| 30D | -2.4% | +6.3% | -8.7% | -3.2% |
| 3M | -5.6% | -23.6% | +18.0% | -2.9% |
| 6M | -3.4% | -24.6% | +21.2% | -1.1% |
| YTD | +13.1% | -10.3% | +23.4% | +12.9% |
| 1Y | +2.5% | +61.5% | -59.0% | -6.2% |
| 3Y | +27.6% | -34.0% | +61.6% | +29.6% |
| All | +61.9% | -44.4% | +106.3% | +59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling