+417.3%
LIN vs CAPR
-64.9%
+482.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.5% | +0.9% |
| 7D | +0.1% | +36.0% | -35.9% | -0.1% |
| 30D | +7.6% | +25.8% | -18.2% | +7.3% |
| 3M | +6.5% | +140.8% | -134.3% | +5.6% |
| 6M | +6.2% | -67.6% | +73.8% | +6.5% |
| YTD | +23.2% | -65.9% | +89.1% | +23.4% |
| 1Y | +25.4% | +66.1% | -40.7% | +21.6% |
| 3Y | +38.3% | +256.9% | -218.6% | +30.6% |
| 5Y | +64.4% | +172.1% | -107.7% | +54.7% |
| 10Y | +417.3% | -64.7% | +482.0% | +368.7% |
| All | +417.3% | -64.9% | +482.3% | +368.7% |
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