+36.2%
LIN vs BG
+1.9%
+34.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +0.2% | +2.5% | -2.3% | -0.1% |
| 30D | +6.5% | -6.1% | +12.5% | +7.0% |
| 3M | +5.5% | -8.5% | +14.0% | +6.1% |
| 6M | +3.3% | -20.4% | +23.7% | +5.6% |
| YTD | +22.0% | +13.3% | +8.8% | +19.1% |
| 1Y | +25.7% | +7.3% | +18.5% | +23.5% |
| 3Y | +36.2% | +2.6% | +33.7% | +29.0% |
| All | +36.2% | +1.9% | +34.3% | +29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling