+88.3%
LIN vs AUR
-57.9%
+146.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.2% | +3.9% | +0.8% |
| 7D | +2.1% | -4.5% | +6.6% | +2.3% |
| 30D | +6.8% | -16.6% | +23.4% | +7.5% |
| 3M | +10.4% | -38.5% | +48.8% | +12.5% |
| 6M | +3.2% | -49.9% | +53.0% | +5.9% |
| YTD | +24.6% | +9.6% | +15.0% | +22.4% |
| 1Y | +24.4% | +1.2% | +23.2% | +22.6% |
| 3Y | +36.7% | +128.8% | -92.1% | +22.7% |
| 5Y | +67.0% | -57.9% | +124.9% | +55.4% |
| All | +88.3% | -57.9% | +146.2% | +74.2% |
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