+63.3%
LIN vs ALC
-11.2%
+74.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | +0.2% | +4.9% | -4.7% | -1.4% |
| 30D | +6.5% | +19.0% | -12.5% | +0.6% |
| 3M | +5.5% | +7.8% | -2.3% | +2.8% |
| 6M | +3.3% | +14.6% | -11.2% | -1.5% |
| YTD | +22.0% | -4.4% | +26.5% | +22.6% |
| 1Y | +25.7% | +1.4% | +24.3% | +23.5% |
| 3Y | +36.2% | +2.5% | +33.7% | +28.7% |
| All | +63.3% | -11.2% | +74.5% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling