+412.1%
LIN vs BR
+271.1%
+140.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.1% |
| 7D | +2.0% | +5.0% | -3.0% | -0.2% |
| 30D | +7.9% | +16.6% | -8.8% | +0.6% |
| 3M | +6.3% | +12.0% | -5.7% | +0.6% |
| 6M | +6.5% | +30.7% | -24.3% | -7.0% |
| YTD | +23.6% | -11.9% | +35.5% | +29.4% |
| 1Y | +25.7% | -11.6% | +37.3% | +31.4% |
| 3Y | +35.6% | +15.0% | +20.6% | +22.1% |
| 5Y | +65.9% | +18.1% | +47.7% | +44.2% |
| 10Y | +412.1% | +278.6% | +133.4% | +150.7% |
| All | +412.1% | +271.1% | +140.9% | +150.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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