+427.9%
LIN vs APD
+191.6%
+236.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +0.2% | +2.2% | -1.9% | -1.0% |
| 30D | +6.2% | +9.4% | -3.3% | +0.7% |
| 3M | +9.3% | +4.7% | +4.7% | +6.3% |
| 6M | +4.4% | +5.5% | -1.1% | +0.8% |
| YTD | +23.7% | +31.4% | -7.7% | +4.6% |
| 1Y | +23.5% | +24.1% | -0.7% | +7.4% |
| 3Y | +35.8% | +28.8% | +7.0% | +10.0% |
| 5Y | +65.9% | +15.8% | +50.1% | +40.7% |
| All | +427.9% | +191.6% | +236.3% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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