+217.4%
LIN vs ALC
+32.2%
+185.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | +0.1% | +2.1% | -1.9% | -0.7% |
| 30D | +7.6% | +17.2% | -9.6% | +0.8% |
| 3M | +6.5% | +4.6% | +1.9% | +4.4% |
| 6M | +6.2% | +20.1% | -13.9% | -1.9% |
| YTD | +23.2% | -4.2% | +27.4% | +23.6% |
| 1Y | +25.4% | +2.1% | +23.3% | +22.2% |
| 3Y | +38.3% | +4.5% | +33.8% | +28.2% |
| 5Y | +64.4% | -12.3% | +76.8% | +63.2% |
| All | +217.4% | +32.2% | +185.2% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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