+35.6%
LIN vs BP
+47.4%
-11.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.0% | -6.3% | +8.3% | +2.7% |
| 30D | +7.9% | -3.6% | +11.5% | +8.2% |
| 3M | +6.3% | +5.2% | +1.1% | +5.3% |
| 6M | +6.5% | +5.3% | +1.2% | +5.3% |
| YTD | +23.6% | +33.1% | -9.6% | +16.7% |
| 1Y | +25.7% | +26.3% | -0.6% | +19.8% |
| 3Y | +35.6% | +47.5% | -11.9% | +21.4% |
| All | +35.6% | +47.4% | -11.8% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling