+64.4%
LIN vs BAX
-63.0%
+127.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.4% | +0.6% |
| 7D | +0.1% | +9.0% | -8.9% | -1.4% |
| 30D | +7.6% | +8.5% | -0.9% | +5.9% |
| 3M | +6.5% | -4.1% | +10.6% | +7.1% |
| 6M | +6.2% | +46.9% | -40.7% | -1.5% |
| YTD | +23.2% | +38.4% | -15.2% | +14.3% |
| 1Y | +25.4% | +47.0% | -21.6% | +14.8% |
| 3Y | +38.3% | -14.9% | +53.2% | +39.1% |
| 5Y | +64.4% | -62.5% | +126.9% | +107.8% |
| All | +64.4% | -63.0% | +127.4% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling