+274.1%
LIN vs CARR
+394.0%
-119.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.1% | +3.5% | -1.4% | +1.3% |
| 30D | +6.8% | +0.4% | +6.4% | +6.6% |
| 3M | +10.4% | -14.1% | +24.4% | +14.1% |
| 6M | +3.2% | -16.7% | +19.8% | +6.9% |
| YTD | +24.6% | +4.2% | +20.4% | +21.1% |
| 1Y | +24.4% | -0.2% | +24.6% | +22.1% |
| 3Y | +36.7% | +10.9% | +25.9% | +27.0% |
| 5Y | +67.0% | +3.9% | +63.1% | +52.5% |
| All | +274.1% | +394.0% | -119.9% | +183.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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