+361.3%
LIN vs ALK
-34.2%
+395.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -2.1% | -0.7% | -1.5% | -2.0% |
| 30D | -2.4% | -19.2% | +16.8% | +1.8% |
| 3M | -5.6% | -1.5% | -4.1% | -6.0% |
| 6M | -3.4% | -13.1% | +9.7% | -2.3% |
| YTD | +13.1% | -16.4% | +29.5% | +14.6% |
| 1Y | +2.5% | -33.1% | +35.5% | +8.6% |
| 3Y | +27.6% | +0.6% | +27.0% | +17.1% |
| 5Y | +63.0% | -26.4% | +89.4% | +58.2% |
| All | +361.3% | -34.2% | +395.5% | +292.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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