+358.4%
LIN vs BTG
+139.8%
+218.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +0.9% | -1.7% |
| 7D | -3.5% | +4.8% | -8.3% | -3.8% |
| 30D | -4.1% | +8.3% | -12.4% | -4.7% |
| 3M | -6.4% | +32.3% | -38.7% | -8.6% |
| 6M | -2.4% | +3.0% | -5.4% | -3.3% |
| YTD | +10.9% | +21.9% | -11.0% | +8.1% |
| 1Y | 0.0% | +28.2% | -28.1% | -3.3% |
| 3Y | +25.8% | +99.9% | -74.1% | +15.8% |
| 5Y | +60.8% | +73.6% | -12.7% | +48.4% |
| 10Y | +358.4% | +136.5% | +221.8% | +324.3% |
| All | +358.4% | +139.8% | +218.5% | +324.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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