+220.9%
LIN vs ALC
+30.4%
+190.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | -0.6% |
| 7D | +2.1% | -1.1% | +3.2% | +2.5% |
| 30D | +6.8% | +16.0% | -9.3% | +0.4% |
| 3M | +10.4% | +0.8% | +9.6% | +9.7% |
| 6M | +3.2% | +16.8% | -13.7% | -3.6% |
| YTD | +24.6% | -5.5% | +30.1% | +25.6% |
| 1Y | +24.4% | -5.3% | +29.6% | +25.1% |
| 3Y | +36.7% | +4.1% | +32.7% | +26.8% |
| 5Y | +67.0% | -7.1% | +74.1% | +60.6% |
| All | +220.9% | +30.4% | +190.5% | +144.8% |
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