+68.0%
LIN vs B
+143.5%
-75.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.7% |
| 7D | +3.6% | +4.3% | -0.7% | +3.1% |
| 30D | +6.4% | -0.9% | +7.3% | +6.4% |
| 3M | +6.5% | -1.4% | +7.8% | +6.3% |
| 6M | +4.9% | +5.0% | -0.2% | +3.6% |
| YTD | +23.4% | -5.8% | +29.3% | +22.9% |
| 1Y | +26.3% | +25.6% | +0.7% | +21.4% |
| 3Y | +38.0% | +161.6% | -123.6% | +18.5% |
| 5Y | +68.0% | +135.2% | -67.2% | +40.2% |
| All | +68.0% | +143.5% | -75.5% | +40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling