+412.1%
LIN vs CB
+246.9%
+165.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.5% |
| 7D | +2.0% | +0.7% | +1.3% | +1.7% |
| 30D | +7.9% | +8.2% | -0.3% | +3.8% |
| 3M | +6.3% | +6.3% | 0.0% | +3.1% |
| 6M | +6.5% | +16.2% | -9.7% | -1.5% |
| YTD | +23.6% | +19.3% | +4.2% | +12.4% |
| 1Y | +25.7% | +29.2% | -3.5% | +9.9% |
| 3Y | +35.6% | +71.4% | -35.8% | +1.5% |
| 5Y | +65.9% | +104.2% | -38.4% | +12.4% |
| 10Y | +412.1% | +246.7% | +165.4% | +153.9% |
| All | +412.1% | +246.9% | +165.1% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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