+3,162.1%
LIN vs BG
+1,131.5%
+2,030.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.6% |
| 7D | -2.1% | +2.8% | -4.9% | -2.9% |
| 30D | -2.4% | +12.0% | -14.5% | -5.7% |
| 3M | -5.6% | -7.7% | +2.1% | -3.9% |
| 6M | -3.4% | +4.5% | -7.9% | -5.5% |
| YTD | +13.1% | +35.7% | -22.6% | +2.2% |
| 1Y | +2.5% | +50.1% | -47.6% | -10.7% |
| 3Y | +27.6% | +12.6% | +15.0% | +18.8% |
| 5Y | +63.0% | +75.4% | -12.4% | +29.3% |
| 10Y | +359.3% | +150.5% | +208.8% | +205.0% |
| All | +3,162.1% | +1,131.5% | +2,030.6% | +1,377.0% |
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 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