+423.5%
LIN vs CAPR
-69.9%
+493.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.6% | +2.9% | -0.6% |
| 7D | +3.6% | +29.7% | -26.1% | +3.4% |
| 30D | +6.4% | +11.0% | -4.6% | +6.3% |
| 3M | +6.5% | +118.8% | -112.3% | +5.6% |
| 6M | +4.9% | -73.9% | +78.8% | +5.3% |
| YTD | +23.4% | -70.2% | +93.6% | +23.7% |
| 1Y | +26.3% | +38.3% | -11.9% | +22.7% |
| 3Y | +38.0% | +199.7% | -161.7% | +30.6% |
| 5Y | +68.0% | +130.6% | -62.6% | +58.3% |
| All | +423.5% | -69.9% | +493.4% | +376.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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