+459.5%
LIN vs ALM
+3,431.9%
-2,972.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.6% |
| 7D | +3.6% | -14.5% | +18.1% | +3.6% |
| 30D | +6.4% | -39.0% | +45.4% | +6.5% |
| 3M | +6.5% | -40.3% | +46.8% | +6.6% |
| 6M | +4.9% | -60.3% | +65.2% | +5.0% |
| YTD | +23.4% | -9.8% | +33.2% | +23.4% |
| 1Y | +26.3% | +30.8% | -4.4% | +26.1% |
| 3Y | +38.0% | +772.4% | -734.4% | +37.0% |
| 5Y | +68.0% | +390.7% | -322.7% | +66.8% |
| 10Y | +437.1% | +2,028.5% | -1,591.4% | +431.1% |
| All | +459.5% | +3,431.9% | -2,972.4% | +445.7% |
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