+191.3%
LIN vs ALC
+24.0%
+167.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.1% |
| 7D | -2.1% | -2.1% | 0.0% | -1.3% |
| 30D | -2.4% | -0.1% | -2.3% | -2.5% |
| 3M | -5.6% | +5.9% | -11.5% | -7.9% |
| 6M | -3.4% | -15.9% | +12.5% | +2.7% |
| YTD | +13.1% | -10.1% | +23.2% | +16.6% |
| 1Y | +2.5% | -10.2% | +12.7% | +5.3% |
| 3Y | +27.6% | -13.6% | +41.2% | +29.3% |
| 5Y | +63.0% | -15.1% | +78.2% | +63.4% |
| All | +191.3% | +24.0% | +167.3% | +127.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling