+36.7%
LIN vs BTDR
+41.1%
-4.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -8.6% | +9.3% | +0.7% |
| 7D | +2.1% | -6.9% | +9.0% | +2.1% |
| 30D | +6.8% | -31.5% | +38.3% | +6.9% |
| 3M | +10.4% | -36.1% | +46.4% | +10.5% |
| 6M | +3.2% | -57.6% | +60.8% | +3.5% |
| YTD | +24.6% | -50.0% | +74.6% | +24.6% |
| 1Y | +24.4% | -49.6% | +74.0% | +24.3% |
| 3Y | +36.7% | +48.5% | -11.8% | +36.8% |
| All | +36.7% | +41.1% | -4.3% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling