+86.8%
LIN vs AUR
-54.5%
+141.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.4% |
| 7D | +2.0% | +6.6% | -4.6% | +1.7% |
| 30D | +7.9% | -22.0% | +29.8% | +8.9% |
| 3M | +6.3% | -34.8% | +41.1% | +8.1% |
| 6M | +6.5% | -35.7% | +42.2% | +8.0% |
| YTD | +23.6% | +18.5% | +5.1% | +21.0% |
| 1Y | +25.7% | +4.4% | +21.4% | +23.8% |
| 3Y | +35.6% | +150.7% | -115.1% | +21.2% |
| 5Y | +65.9% | -53.6% | +119.4% | +53.7% |
| All | +86.8% | -54.5% | +141.3% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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