+61.9%
LIN vs CAPR
+84.7%
-22.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.0% |
| 3M | -5.6% | -66.4% | +60.8% | -5.4% |
| 6M | -3.4% | -63.1% | +59.7% | -3.3% |
| YTD | +13.1% | -67.4% | +80.5% | +13.3% |
| 1Y | +2.5% | +58.2% | -55.8% | 0.0% |
| 3Y | +27.6% | +42.2% | -14.6% | +20.0% |
| All | +61.9% | +84.7% | -22.8% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling