+412.7%
LIN vs ALM
+7,705.7%
-7,293.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.6% | -1.0% |
| 7D | -2.1% | -2.6% | +0.5% | -2.1% |
| 30D | -2.4% | +32.0% | -34.4% | -2.5% |
| 3M | -5.6% | -15.0% | +9.5% | -5.6% |
| 6M | -3.4% | -10.1% | +6.7% | -3.4% |
| YTD | +13.1% | +99.4% | -86.3% | +12.8% |
| 1Y | +2.5% | +316.4% | -313.9% | +2.0% |
| 3Y | +27.6% | +2,022.0% | -1,994.4% | +26.4% |
| 5Y | +63.0% | +941.2% | -878.1% | +61.6% |
| 10Y | +359.3% | +2,950.3% | -2,591.1% | +353.5% |
| All | +412.7% | +7,705.7% | -7,293.1% | +399.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling