+65.9%
LIN vs ALB
-62.6%
+128.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.2% | +4.5% | +0.7% |
| 7D | +2.0% | +5.3% | -3.3% | +1.4% |
| 30D | +7.9% | -6.3% | +14.1% | +8.5% |
| 3M | +6.3% | -27.4% | +33.7% | +9.9% |
| 6M | +6.5% | -53.1% | +59.6% | +15.3% |
| YTD | +23.6% | -32.3% | +55.9% | +27.0% |
| 1Y | +25.7% | -7.3% | +33.0% | +24.0% |
| 3Y | +35.6% | -14.9% | +50.5% | +27.0% |
| 5Y | +65.9% | -62.0% | +127.9% | +71.3% |
| All | +65.9% | -62.6% | +128.5% | +71.3% |
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