+25.8%
LIN vs CARR
+7.6%
+18.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -3.5% | +3.2% | -6.7% | -3.9% |
| 30D | -4.1% | -7.7% | +3.6% | -2.9% |
| 3M | -6.4% | -11.9% | +5.5% | -4.8% |
| 6M | -2.4% | +2.0% | -4.5% | -3.7% |
| YTD | +10.9% | +13.2% | -2.2% | +7.1% |
| 1Y | 0.0% | -8.5% | +8.5% | +0.5% |
| 3Y | +25.8% | +5.0% | +20.9% | +20.3% |
| All | +25.8% | +7.6% | +18.2% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling