+32.1%
LIN vs AS
+133.7%
-101.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +3.6% | +7.1% | -3.5% | +3.1% |
| 30D | +6.4% | +12.8% | -6.4% | +5.5% |
| 3M | +6.5% | -14.7% | +21.2% | +7.5% |
| 6M | +4.9% | -9.9% | +14.8% | +5.4% |
| YTD | +23.4% | -16.1% | +39.6% | +24.4% |
| 1Y | +26.3% | +0.2% | +26.2% | +25.5% |
| All | +32.1% | +133.7% | -101.6% | +25.0% |
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