+417.3%
LIN vs BBY
+308.8%
+108.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.7% | -5.7% | -0.4% |
| 7D | +0.1% | +10.5% | -10.4% | -2.1% |
| 30D | +7.6% | +22.1% | -14.6% | +2.8% |
| 3M | +6.5% | +31.0% | -24.4% | 0.0% |
| 6M | +6.2% | +83.2% | -77.0% | -8.1% |
| YTD | +23.2% | +65.1% | -41.8% | +8.5% |
| 1Y | +25.4% | +41.6% | -16.2% | +14.4% |
| 3Y | +38.3% | +95.6% | -57.3% | +11.7% |
| 5Y | +64.4% | +1.0% | +63.4% | +53.5% |
| 10Y | +417.3% | +296.9% | +120.4% | +271.7% |
| All | +417.3% | +308.8% | +108.5% | +271.7% |
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