+412.1%
LIN vs BG
+95.6%
+316.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.7% |
| 7D | +2.0% | +5.0% | -3.0% | +0.8% |
| 30D | +7.9% | -3.2% | +11.1% | +8.6% |
| 3M | +6.3% | -11.2% | +17.5% | +9.0% |
| 6M | +6.5% | -19.4% | +25.9% | +11.4% |
| YTD | +23.6% | +13.6% | +9.9% | +17.7% |
| 1Y | +25.7% | +7.3% | +18.5% | +21.5% |
| 3Y | +35.6% | +3.8% | +31.8% | +29.5% |
| 5Y | +65.9% | +23.2% | +42.7% | +46.8% |
| 10Y | +412.1% | +97.9% | +314.1% | +249.1% |
| All | +412.1% | +95.6% | +316.5% | +249.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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