+361.3%
LIN vs CAPR
-75.6%
+436.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.0% |
| 7D | -2.1% | -2.0% | -0.1% | -2.1% |
| 30D | -2.4% | +139.2% | -141.6% | -3.3% |
| 3M | -5.6% | -66.4% | +60.8% | -5.3% |
| 6M | -3.4% | -63.1% | +59.7% | -3.2% |
| YTD | +13.1% | -67.4% | +80.5% | +13.4% |
| 1Y | +2.5% | +58.2% | -55.8% | -0.7% |
| 3Y | +27.6% | +42.2% | -14.6% | +21.8% |
| 5Y | +63.0% | +87.3% | -24.2% | +54.0% |
| All | +361.3% | -75.6% | +436.9% | +324.6% |
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