+431.5%
LIN vs AZO
+334.0%
+97.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | +2.1% | +1.3% | +0.8% | +1.7% |
| 30D | +6.8% | +12.0% | -5.2% | +3.1% |
| 3M | +10.4% | +7.2% | +3.2% | +7.8% |
| 6M | +3.2% | -3.2% | +6.3% | +3.5% |
| YTD | +24.6% | -3.9% | +28.5% | +24.4% |
| 1Y | +24.4% | -14.7% | +39.0% | +28.8% |
| 3Y | +36.7% | +20.4% | +16.3% | +25.1% |
| 5Y | +67.0% | +72.8% | -5.8% | +32.4% |
| All | +431.5% | +334.0% | +97.4% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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