+30.0%
LIN vs BLDR
-55.3%
+85.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.2% |
| 7D | -2.1% | -2.8% | +0.7% | -1.9% |
| 30D | -2.4% | -13.3% | +10.8% | -1.2% |
| 3M | -5.6% | -12.3% | +6.7% | -4.8% |
| 6M | -3.4% | -31.5% | +28.1% | -0.5% |
| YTD | +13.1% | -36.1% | +49.2% | +16.8% |
| 1Y | +2.5% | -54.1% | +56.5% | +9.5% |
| All | +30.0% | -55.3% | +85.4% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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