+417.3%
LIN vs ALL
+367.3%
+50.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +0.1% | -3.9% | +4.0% | +1.7% |
| 30D | +7.6% | +10.6% | -3.1% | +3.2% |
| 3M | +6.5% | -4.6% | +11.1% | +8.2% |
| 6M | +6.2% | +20.2% | -14.0% | -2.5% |
| YTD | +23.2% | +23.7% | -0.5% | +11.1% |
| 1Y | +25.4% | +27.9% | -2.5% | +11.4% |
| 3Y | +38.3% | +109.2% | -70.9% | -4.0% |
| 5Y | +64.4% | +148.0% | -83.6% | +0.9% |
| 10Y | +417.3% | +363.8% | +53.5% | +176.4% |
| All | +417.3% | +367.3% | +50.0% | +176.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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