+69.4%
LIN vs BTDR
+26.7%
+42.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.3% | -1.9% |
| 7D | -3.5% | +22.4% | -25.9% | -3.6% |
| 30D | -4.1% | +16.5% | -20.5% | -4.2% |
| 3M | -6.4% | -31.5% | +25.1% | -6.2% |
| 6M | -2.4% | +74.0% | -76.5% | -3.1% |
| YTD | +10.9% | +13.0% | -2.1% | +10.5% |
| 1Y | 0.0% | -0.2% | +0.3% | -0.7% |
| 3Y | +25.8% | +9.9% | +15.9% | +23.6% |
| 5Y | +60.8% | +28.1% | +32.7% | +58.2% |
| All | +69.4% | +26.7% | +42.7% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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