+598.6%
LIN vs BTG
+392.0%
+206.5%
-51.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.9% |
| 7D | -2.1% | -0.9% | -1.2% | -2.1% |
| 30D | -2.4% | +36.8% | -39.3% | -4.5% |
| 3M | -5.6% | +23.1% | -28.7% | -7.1% |
| 6M | -3.4% | +3.5% | -6.9% | -4.2% |
| YTD | +13.1% | +25.5% | -12.4% | +10.5% |
| 1Y | +2.5% | +40.1% | -37.6% | -0.9% |
| 3Y | +27.6% | +101.1% | -73.5% | +19.2% |
| 5Y | +63.0% | +70.6% | -7.6% | +52.9% |
| 10Y | +359.3% | +152.1% | +207.1% | +309.9% |
| All | +598.6% | +392.0% | +206.5% | +439.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling