+412.1%
LIN vs APA
+0.4%
+411.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.1% |
| 7D | +2.0% | -5.5% | +7.5% | +2.6% |
| 30D | +7.9% | -1.2% | +9.0% | +7.9% |
| 3M | +6.3% | +10.6% | -4.2% | +4.7% |
| 6M | +6.5% | +28.4% | -21.9% | +2.5% |
| YTD | +23.6% | +89.7% | -66.2% | +12.4% |
| 1Y | +25.7% | +90.6% | -64.9% | +14.1% |
| 3Y | +35.6% | +36.9% | -1.3% | +25.2% |
| 5Y | +65.9% | +83.2% | -17.4% | +43.6% |
| 10Y | +412.1% | -0.1% | +412.2% | +304.1% |
| All | +412.1% | +0.4% | +411.7% | +304.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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