+361.3%
LIN vs CF
+569.3%
-208.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.3% | -0.3% |
| 7D | -2.1% | +6.0% | -8.1% | -3.3% |
| 30D | -2.4% | +14.8% | -17.3% | -5.3% |
| 3M | -5.6% | +14.1% | -19.6% | -8.4% |
| 6M | -3.4% | +28.5% | -31.9% | -9.8% |
| YTD | +13.1% | +74.9% | -61.8% | -1.5% |
| 1Y | +2.5% | +61.7% | -59.2% | -9.4% |
| 3Y | +27.6% | +80.3% | -52.7% | +7.6% |
| 5Y | +63.0% | +226.0% | -162.9% | +10.1% |
| All | +361.3% | +569.3% | -208.1% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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