+36.9%
LIN vs CAPR
+299.3%
-262.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +26.5% | -25.6% | +0.8% |
| 7D | +0.3% | +25.8% | -25.4% | +0.3% |
| 30D | +8.0% | +50.2% | -42.2% | +7.9% |
| 3M | +7.7% | +185.5% | -177.8% | +7.2% |
| 6M | +5.1% | -64.8% | +69.9% | +5.1% |
| YTD | +24.7% | -61.1% | +85.8% | +24.6% |
| 1Y | +25.1% | +81.0% | -55.9% | +23.5% |
| All | +36.9% | +299.3% | -262.4% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling