+417.5%
LIN vs CAPR
-68.5%
+486.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.7% | -5.8% | -1.2% |
| 7D | +0.2% | +41.1% | -40.9% | -0.1% |
| 30D | +6.5% | +11.1% | -4.7% | +6.3% |
| 3M | +5.5% | +115.3% | -109.8% | +4.6% |
| 6M | +3.3% | -73.8% | +77.2% | +3.8% |
| YTD | +22.0% | -68.8% | +90.8% | +22.3% |
| 1Y | +25.7% | +43.3% | -17.6% | +22.1% |
| 3Y | +36.2% | +214.7% | -178.4% | +28.9% |
| 5Y | +66.1% | +141.3% | -75.2% | +56.5% |
| All | +417.5% | -68.5% | +486.0% | +370.3% |
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