+11,518.3%
LIN vs APA
+865.1%
+10,653.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | +3.6% | -15.6% | +19.2% | +6.9% |
| 30D | +6.4% | -0.9% | +7.3% | +6.3% |
| 3M | +6.5% | +26.1% | -19.6% | +1.1% |
| 6M | +4.9% | +6.1% | -1.2% | +2.3% |
| YTD | +23.4% | +82.8% | -59.4% | +7.0% |
| 1Y | +26.3% | +106.5% | -80.2% | +6.6% |
| 3Y | +38.0% | +21.9% | +16.1% | +24.5% |
| 5Y | +68.0% | +69.7% | -1.7% | +34.6% |
| 10Y | +437.1% | 0.0% | +437.1% | +283.2% |
| All | +11,518.3% | +865.1% | +10,653.3% | +5,733.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling