+63.3%
LIN vs AUR
-56.9%
+120.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +9.4% | -10.6% | -1.6% |
| 7D | +0.2% | +1.1% | -1.0% | +0.1% |
| 30D | +6.5% | -22.9% | +29.4% | +7.6% |
| 3M | +5.5% | -35.0% | +40.4% | +7.2% |
| 6M | +3.3% | -39.3% | +42.7% | +5.1% |
| YTD | +22.0% | +14.8% | +7.2% | +19.7% |
| 1Y | +25.7% | +4.3% | +21.5% | +23.8% |
| 3Y | +36.2% | +125.0% | -88.8% | +22.5% |
| All | +63.3% | -56.9% | +120.2% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling