+30.0%
LIN vs AR
+40.7%
-10.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -2.1% | +2.5% | -4.6% | -2.3% |
| 30D | -2.4% | +14.8% | -17.2% | -3.3% |
| 3M | -5.6% | +6.2% | -11.8% | -6.0% |
| 6M | -3.4% | +4.3% | -7.7% | -3.8% |
| YTD | +13.1% | +14.4% | -1.3% | +11.7% |
| 1Y | +2.5% | +21.3% | -18.9% | +0.5% |
| All | +30.0% | +40.7% | -10.7% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 3y: compounded portfolio wealth divided by compounded AR 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…
3y analysis · Full analysis span regression · 6 months rolling