+4,351.3%
LIN vs BB
+258.8%
+4,092.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.1% | -5.6% | +3.5% | -1.6% |
| 30D | -2.4% | -11.8% | +9.4% | -1.5% |
| 3M | -5.6% | -25.5% | +20.0% | -3.8% |
| 6M | -3.4% | +121.3% | -124.7% | -11.5% |
| YTD | +13.1% | +103.2% | -90.1% | +4.4% |
| 1Y | +2.5% | +102.6% | -100.2% | -5.8% |
| 3Y | +27.6% | +37.5% | -9.9% | +17.8% |
| 5Y | +63.0% | -30.4% | +93.5% | +56.9% |
| 10Y | +359.3% | 0.0% | +359.3% | +287.9% |
| All | +4,351.3% | +258.8% | +4,092.5% | +3,537.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 all: compounded portfolio wealth divided by compounded BB 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…
all analysis · Full analysis span regression · 6 months rolling