+982.8%
LIN vs BR
+1,321.0%
-338.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.4% | +2.4% | +0.7% |
| 7D | -2.1% | -5.3% | +3.2% | +0.4% |
| 30D | -2.4% | +6.4% | -8.9% | -5.5% |
| 3M | -5.6% | +13.6% | -19.2% | -11.9% |
| 6M | -3.4% | -6.7% | +3.3% | -1.6% |
| YTD | +13.1% | -21.1% | +34.2% | +24.5% |
| 1Y | +2.5% | -29.6% | +32.0% | +19.3% |
| 3Y | +27.6% | -2.4% | +30.0% | +24.3% |
| 5Y | +63.0% | +11.2% | +51.8% | +45.6% |
| 10Y | +359.3% | +191.8% | +167.5% | +143.7% |
| All | +982.8% | +1,321.0% | -338.2% | +117.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling