+1,088.8%
LIN vs CAPR
-99.1%
+1,187.9%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.3% | -5.7% | +2.5% |
| 7D | +3.3% | +43.2% | -39.9% | +3.0% |
| 30D | +8.8% | +14.7% | -5.9% | +8.6% |
| 3M | +8.6% | +113.9% | -105.3% | +7.8% |
| 6M | +7.0% | -73.4% | +80.4% | +7.4% |
| YTD | +24.3% | -69.1% | +93.4% | +24.5% |
| 1Y | +27.3% | +47.2% | -19.9% | +23.8% |
| 3Y | +38.9% | +210.8% | -171.9% | +32.7% |
| 5Y | +69.4% | +134.1% | -64.7% | +61.3% |
| 10Y | +440.7% | -67.3% | +508.1% | +402.3% |
| All | +1,088.8% | -99.1% | +1,187.9% | +991.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling