+36.2%
LIN vs BAX
-19.9%
+56.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.7% | -1.2% |
| 7D | +0.2% | +12.1% | -11.9% | -1.6% |
| 30D | +6.5% | +7.6% | -1.1% | +5.1% |
| 3M | +5.5% | -4.5% | +10.0% | +6.1% |
| 6M | +3.3% | +52.0% | -48.7% | -3.9% |
| YTD | +22.0% | +35.1% | -13.1% | +14.5% |
| 1Y | +25.7% | +43.7% | -18.0% | +16.5% |
| 3Y | +36.2% | -20.9% | +57.2% | +45.0% |
| All | +36.2% | -19.9% | +56.2% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling