+359.5%
LIN vs BNY
+416.1%
-56.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.3% | -1.1% | -3.2% | -3.8% |
| 30D | -5.6% | +1.4% | -7.0% | -6.2% |
| 3M | -9.0% | +16.8% | -25.8% | -15.2% |
| 6M | -2.5% | +42.0% | -44.5% | -16.7% |
| YTD | +9.3% | +41.9% | -32.6% | -7.0% |
| 1Y | -1.0% | +59.2% | -60.2% | -20.3% |
| 3Y | +24.0% | +290.9% | -266.9% | -34.7% |
| 5Y | +59.1% | +259.0% | -199.9% | -15.0% |
| All | +359.5% | +416.1% | -56.6% | +98.3% |
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