+417.5%
LIN vs BAX
-36.8%
+454.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.3% |
| 7D | +0.2% | +12.1% | -11.9% | -3.1% |
| 30D | +6.5% | +7.6% | -1.1% | +4.0% |
| 3M | +5.5% | -4.5% | +10.0% | +6.5% |
| 6M | +3.3% | +52.0% | -48.7% | -9.6% |
| YTD | +22.0% | +35.1% | -13.1% | +8.8% |
| 1Y | +25.7% | +43.7% | -18.0% | +9.7% |
| 3Y | +36.2% | -20.9% | +57.2% | +38.8% |
| 5Y | +66.1% | -63.5% | +129.6% | +129.5% |
| All | +417.5% | -36.8% | +454.3% | +509.9% |
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