+463.3%
LIN vs ALM
+3,805.1%
-3,341.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.4% | +2.6% |
| 7D | +3.3% | -6.4% | +9.7% | +3.3% |
| 30D | +8.8% | -35.0% | +43.8% | +8.9% |
| 3M | +8.6% | -33.8% | +42.4% | +8.7% |
| 6M | +7.0% | -55.0% | +62.0% | +7.2% |
| YTD | +24.3% | -0.2% | +24.5% | +24.2% |
| 1Y | +27.3% | +41.8% | -14.5% | +27.0% |
| 3Y | +38.9% | +864.6% | -825.7% | +37.9% |
| 5Y | +69.4% | +443.3% | -374.0% | +68.1% |
| 10Y | +440.7% | +2,253.4% | -1,812.7% | +434.6% |
| All | +463.3% | +3,805.1% | -3,341.8% | +449.3% |
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