+63.3%
LIN vs BTDR
-39.7%
+103.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +13.3% | -14.4% | -1.2% |
| 7D | +0.2% | -10.4% | +10.6% | +0.2% |
| 30D | +6.5% | -42.2% | +48.6% | +6.8% |
| 3M | +5.5% | -42.8% | +48.3% | +5.8% |
| 6M | +3.3% | -60.2% | +63.5% | +3.8% |
| YTD | +22.0% | -46.3% | +68.4% | +22.0% |
| 1Y | +25.7% | -71.7% | +97.4% | +26.5% |
| 3Y | +36.2% | +54.6% | -18.4% | +33.3% |
| All | +63.3% | -39.7% | +103.1% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling