+3,454.2%
LIN vs BG
+949.6%
+2,504.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.4% |
| 7D | +0.1% | +7.4% | -7.3% | -1.9% |
| 30D | +7.6% | -1.5% | +9.1% | +7.9% |
| 3M | +6.5% | -6.1% | +12.6% | +7.9% |
| 6M | +6.2% | -18.0% | +24.2% | +11.3% |
| YTD | +23.2% | +15.6% | +7.6% | +16.2% |
| 1Y | +25.4% | +9.6% | +15.9% | +20.1% |
| 3Y | +38.3% | +6.3% | +32.0% | +30.4% |
| 5Y | +64.4% | +24.6% | +39.8% | +44.1% |
| 10Y | +417.3% | +98.1% | +319.2% | +268.0% |
| All | +3,454.2% | +949.6% | +2,504.6% | +1,579.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling