+61.9%
LIN vs AR
+143.7%
-81.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.9% |
| 7D | -2.1% | +2.5% | -4.6% | -2.4% |
| 30D | -2.4% | +14.8% | -17.2% | -4.0% |
| 3M | -5.6% | +6.2% | -11.8% | -6.4% |
| 6M | -3.4% | +4.3% | -7.7% | -4.2% |
| YTD | +13.1% | +14.4% | -1.3% | +10.7% |
| 1Y | +2.5% | +21.3% | -18.9% | -0.8% |
| 3Y | +27.6% | +39.8% | -12.2% | +18.5% |
| All | +61.9% | +143.7% | -81.8% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling