+431.5%
LIN vs BNY
+321.7%
+109.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +2.1% | +3.9% | -1.8% | +0.5% |
| 30D | +6.8% | +11.9% | -5.2% | +1.7% |
| 3M | +10.4% | -5.0% | +15.4% | +12.5% |
| 6M | +3.2% | +14.6% | -11.4% | -3.4% |
| YTD | +24.6% | +34.5% | -9.9% | +8.0% |
| 1Y | +24.4% | +40.6% | -16.2% | +5.6% |
| 3Y | +36.7% | +261.7% | -225.0% | -26.0% |
| 5Y | +67.0% | +192.3% | -125.3% | -2.4% |
| All | +431.5% | +321.7% | +109.7% | +139.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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