+11,385.0%
LIN vs BTI
+5,602.5%
+5,782.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.5% | +2.3% | -0.2% |
| 7D | +0.2% | -1.0% | +1.2% | +0.5% |
| 30D | +6.5% | +13.0% | -6.5% | +3.1% |
| 3M | +5.5% | +3.7% | +1.8% | +4.3% |
| 6M | +3.3% | +3.7% | -0.3% | +1.9% |
| YTD | +22.0% | +10.6% | +11.4% | +18.0% |
| 1Y | +25.7% | +17.1% | +8.7% | +19.7% |
| 3Y | +36.2% | +140.2% | -104.0% | +6.1% |
| 5Y | +66.1% | +152.2% | -86.2% | +27.0% |
| 10Y | +431.0% | +111.9% | +319.1% | +313.6% |
| All | +11,385.0% | +5,602.5% | +5,782.5% | +5,020.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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