+412.1%
LIN vs BAX
-34.5%
+446.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +2.0% | +3.6% | -1.6% | +1.0% |
| 30D | +7.9% | +8.5% | -0.6% | +5.1% |
| 3M | +6.3% | -4.9% | +11.2% | +7.4% |
| 6M | +6.5% | +47.0% | -40.5% | -5.8% |
| YTD | +23.6% | +38.4% | -14.9% | +9.4% |
| 1Y | +25.7% | +49.1% | -23.4% | +8.5% |
| 3Y | +35.6% | -14.9% | +50.5% | +34.7% |
| 5Y | +65.9% | -63.1% | +129.0% | +129.4% |
| 10Y | +412.1% | -35.6% | +447.7% | +498.6% |
| All | +412.1% | -34.5% | +446.6% | +498.6% |
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