+21.1%
LIN vs AS
+120.4%
-99.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.5% | -1.2% |
| 7D | -2.1% | -4.9% | +2.8% | -1.8% |
| 30D | -2.4% | -19.6% | +17.2% | -1.0% |
| 3M | -5.6% | -14.4% | +8.8% | -4.7% |
| 6M | -3.4% | -20.1% | +16.7% | -2.1% |
| YTD | +13.1% | -20.9% | +34.0% | +14.6% |
| 1Y | +2.5% | -21.9% | +24.3% | +3.7% |
| All | +21.1% | +120.4% | -99.3% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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