+427.2%
LIN vs BP
+133.4%
+293.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | +0.3% | -0.8% | +1.1% | +0.6% |
| 30D | +8.0% | -3.1% | +11.2% | +8.8% |
| 3M | +7.7% | +6.2% | +1.5% | +5.4% |
| 6M | +5.1% | +4.8% | +0.3% | +2.6% |
| YTD | +24.7% | +35.2% | -10.5% | +12.0% |
| 1Y | +25.1% | +27.4% | -2.3% | +14.2% |
| 3Y | +36.8% | +49.8% | -12.9% | +16.6% |
| 5Y | +67.9% | +109.4% | -41.5% | +24.3% |
| 10Y | +427.2% | +135.7% | +291.5% | +286.6% |
| All | +427.2% | +133.4% | +293.8% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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