+11,596.6%
LIN vs BP
+1,370.0%
+10,226.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.7% | +4.1% |
| 7D | +3.3% | -8.4% | +11.7% | +6.5% |
| 30D | +8.8% | +2.2% | +6.6% | +7.5% |
| 3M | +8.6% | +8.8% | -0.2% | +4.6% |
| 6M | +7.0% | -0.5% | +7.5% | +5.7% |
| YTD | +24.3% | +36.2% | -11.9% | +8.3% |
| 1Y | +27.3% | +36.6% | -9.3% | +10.5% |
| 3Y | +38.9% | +48.1% | -9.2% | +14.3% |
| 5Y | +69.4% | +114.3% | -44.9% | +16.6% |
| 10Y | +440.7% | +139.2% | +301.6% | +228.0% |
| All | +11,596.6% | +1,370.0% | +10,226.5% | +4,018.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling