+369.0%
LIN vs ALNY
+256.2%
+112.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -4.0% | -3.5% | -0.4% | -3.7% |
| 30D | -4.9% | +18.9% | -23.8% | -6.3% |
| 3M | -9.2% | -13.3% | +4.1% | -8.7% |
| 6M | -2.6% | -20.3% | +17.7% | -1.4% |
| YTD | +10.5% | -35.1% | +45.6% | +13.5% |
| 1Y | -0.1% | -46.5% | +46.4% | +4.1% |
| 3Y | +25.4% | +28.1% | -2.7% | +19.9% |
| 5Y | +59.7% | +36.1% | +23.6% | +48.9% |
| 10Y | +369.0% | +269.7% | +99.3% | +298.4% |
| All | +369.0% | +256.2% | +112.8% | +298.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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