+38.7%
LIN vs B
+162.6%
-123.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.3% | -5.7% | +1.9% |
| 7D | +3.3% | +1.1% | +2.2% | +3.1% |
| 30D | +8.8% | +0.3% | +8.5% | +8.6% |
| 3M | +8.6% | +5.4% | +3.2% | +7.8% |
| 6M | +7.0% | +5.5% | +1.5% | +5.9% |
| YTD | +24.3% | -6.3% | +30.6% | +23.8% |
| 1Y | +27.3% | +29.4% | -2.1% | +22.8% |
| All | +38.7% | +162.6% | -123.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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