+32.1%
LIN vs BTSG
+459.6%
-427.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.3% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | +6.5% | +5.3% | +1.2% | +5.9% |
| 3M | +5.5% | +10.8% | -5.3% | +4.4% |
| 6M | +3.3% | +27.3% | -24.0% | +1.5% |
| YTD | +22.0% | +79.3% | -57.3% | +16.9% |
| 1Y | +25.7% | +106.0% | -80.2% | +19.1% |
| All | +32.1% | +459.6% | -427.5% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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