+60.8%
LIN vs AUR
-34.2%
+95.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.0% |
| 7D | -3.5% | +19.2% | -22.7% | -4.3% |
| 30D | -4.1% | -7.8% | +3.7% | -3.8% |
| 3M | -6.4% | +4.0% | -10.4% | -6.8% |
| 6M | -2.4% | +45.0% | -47.4% | -4.9% |
| YTD | +10.9% | +69.5% | -58.6% | +7.1% |
| 1Y | 0.0% | +13.0% | -13.0% | -1.6% |
| 3Y | +25.8% | +90.4% | -64.5% | +15.2% |
| 5Y | +60.8% | -34.2% | +95.0% | +42.6% |
| All | +60.8% | -34.2% | +95.1% | +42.6% |
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