+412.1%
LIN vs ALM
+2,040.7%
-1,628.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.2% | +7.5% | +0.4% |
| 7D | +2.0% | -6.3% | +8.3% | +2.1% |
| 30D | +7.9% | -31.4% | +39.3% | +8.7% |
| 3M | +6.3% | -40.6% | +46.9% | +7.3% |
| 6M | +6.5% | -58.6% | +65.1% | +8.0% |
| YTD | +23.6% | -7.6% | +31.2% | +22.5% |
| 1Y | +25.7% | +13.8% | +11.9% | +23.8% |
| 3Y | +35.6% | +842.1% | -806.5% | +25.4% |
| 5Y | +65.9% | +407.4% | -341.5% | +54.2% |
| 10Y | +412.1% | +2,079.4% | -1,667.3% | +346.5% |
| All | +412.1% | +2,040.7% | -1,628.6% | +346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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