+25.8%
LIN vs BOXX
+14.6%
+11.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -4.1% | +0.3% | -4.4% | -5.2% |
| 3M | -6.4% | +1.0% | -7.4% | -9.9% |
| 6M | -2.4% | +1.9% | -4.4% | -9.0% |
| YTD | +10.9% | +2.6% | +8.3% | +0.9% |
| 1Y | 0.0% | +4.0% | -4.0% | -13.6% |
| 3Y | +25.8% | +14.6% | +11.2% | -37.1% |
| All | +25.8% | +14.6% | +11.2% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling