+36.2%
LIN vs AUR
+106.1%
-69.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.4% | -10.6% | -1.4% |
| 7D | +0.2% | +1.1% | -1.0% | +0.2% |
| 30D | +6.5% | -22.9% | +29.4% | +7.1% |
| 3M | +5.5% | -35.0% | +40.4% | +6.5% |
| 6M | +3.3% | -39.3% | +42.7% | +4.4% |
| YTD | +22.0% | +14.8% | +7.2% | +20.4% |
| 1Y | +25.7% | +4.3% | +21.5% | +24.4% |
| 3Y | +36.2% | +125.0% | -88.8% | +33.5% |
| All | +36.2% | +106.1% | -69.8% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling