+447.2%
LIN vs AR
-30.9%
+478.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.3% | +8.8% | +3.1% |
| 7D | +3.3% | -11.1% | +14.4% | +4.3% |
| 30D | +8.8% | +7.9% | +0.9% | +8.0% |
| 3M | +8.6% | +4.9% | +3.8% | +8.0% |
| 6M | +7.0% | -5.3% | +12.3% | +7.2% |
| YTD | +24.3% | +8.6% | +15.7% | +22.7% |
| 1Y | +27.3% | +13.7% | +13.6% | +24.9% |
| 3Y | +38.9% | +22.8% | +16.2% | +33.4% |
| 5Y | +69.4% | +82.0% | -12.6% | +54.5% |
| 10Y | +440.7% | +51.8% | +388.9% | +374.1% |
| All | +447.2% | -30.9% | +478.1% | +409.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling