+417.3%
LIN vs BTG
+148.3%
+269.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | +0.6% |
| 7D | +0.1% | +19.1% | -19.0% | -1.2% |
| 30D | +7.6% | +8.2% | -0.6% | +6.8% |
| 3M | +6.5% | +13.3% | -6.8% | +5.3% |
| 6M | +6.2% | +8.1% | -1.9% | +4.9% |
| YTD | +23.2% | +27.5% | -4.3% | +19.4% |
| 1Y | +25.4% | +47.1% | -21.7% | +20.0% |
| 3Y | +38.3% | +105.8% | -67.5% | +26.7% |
| 5Y | +64.4% | +55.8% | +8.6% | +52.1% |
| 10Y | +417.3% | +161.8% | +255.5% | +379.9% |
| All | +417.3% | +148.3% | +269.1% | +379.9% |
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