+427.9%
LIN vs BBY
+285.7%
+142.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.4% |
| 7D | +0.2% | +4.0% | -3.8% | -0.6% |
| 30D | +6.2% | +17.6% | -11.4% | +2.3% |
| 3M | +9.3% | +25.9% | -16.6% | +3.5% |
| 6M | +4.4% | +85.1% | -80.7% | -9.9% |
| YTD | +23.7% | +60.6% | -36.9% | +9.6% |
| 1Y | +23.5% | +40.2% | -16.7% | +12.8% |
| 3Y | +35.8% | +86.6% | -50.8% | +10.9% |
| 5Y | +65.9% | -3.7% | +69.6% | +56.7% |
| All | +427.9% | +285.7% | +142.2% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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