+48.8%
LIN vs BOXX
+18.4%
+30.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -4.3% | 0.0% | -4.3% | -4.3% |
| 30D | -5.6% | +0.3% | -5.9% | -5.8% |
| 3M | -9.0% | +1.0% | -10.0% | -9.9% |
| 6M | -2.5% | +1.9% | -4.4% | -3.9% |
| YTD | +9.3% | +2.6% | +6.7% | +7.5% |
| 1Y | -1.0% | +4.0% | -5.0% | -3.2% |
| 3Y | +24.0% | +14.6% | +9.4% | +37.3% |
| All | +48.8% | +18.4% | +30.3% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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