+271.1%
LIN vs CARR
+383.2%
-112.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +2.0% | -4.3% | +6.3% | +3.0% |
| 30D | +7.9% | -4.2% | +12.0% | +8.8% |
| 3M | +6.3% | -16.1% | +22.4% | +10.5% |
| 6M | +6.5% | -20.1% | +26.5% | +11.4% |
| YTD | +23.6% | +1.9% | +21.7% | +20.7% |
| 1Y | +25.7% | -6.1% | +31.8% | +25.3% |
| 3Y | +35.6% | +7.3% | +28.4% | +26.9% |
| 5Y | +65.9% | +4.4% | +61.5% | +51.4% |
| All | +271.1% | +383.2% | -112.1% | +182.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling