+37.8%
LIN vs BAX
-20.4%
+58.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.2% |
| 7D | +3.6% | +9.1% | -5.6% | +2.1% |
| 30D | +6.4% | +5.3% | +1.1% | +5.4% |
| 3M | +6.5% | -6.1% | +12.6% | +7.4% |
| 6M | +4.9% | +53.3% | -48.4% | -2.6% |
| YTD | +23.4% | +34.4% | -11.0% | +16.0% |
| 1Y | +26.3% | +43.2% | -16.9% | +17.1% |
| All | +37.8% | -20.4% | +58.2% | +46.8% |
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