+361.0%
LIN vs BAX
-34.3%
+395.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -2.1% | -1.1% | -1.0% | -1.8% |
| 30D | -2.4% | -5.5% | +3.0% | -0.9% |
| 3M | -5.6% | +33.5% | -39.1% | -13.7% |
| 6M | -3.4% | +35.9% | -39.2% | -12.7% |
| YTD | +13.1% | +35.4% | -22.2% | +1.1% |
| 1Y | +2.5% | +9.8% | -7.3% | -2.9% |
| 3Y | +27.6% | -32.7% | +60.3% | +38.4% |
| 5Y | +63.0% | -65.6% | +128.6% | +132.1% |
| All | +361.0% | -34.3% | +395.3% | +417.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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