+1,419.0%
LIN vs CF
+4,965.4%
-3,546.4%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.4% | +7.0% | +3.7% |
| 7D | +3.3% | -6.9% | +10.1% | +5.1% |
| 30D | +8.8% | -3.7% | +12.5% | +9.7% |
| 3M | +8.6% | -5.0% | +13.6% | +9.5% |
| 6M | +7.0% | -10.5% | +17.5% | +8.9% |
| YTD | +24.3% | +46.5% | -22.2% | +9.4% |
| 1Y | +27.3% | +34.8% | -7.6% | +14.4% |
| 3Y | +38.9% | +46.7% | -7.8% | +19.0% |
| 5Y | +69.4% | +112.0% | -42.6% | +23.5% |
| 10Y | +440.7% | +529.7% | -89.0% | +163.2% |
| All | +1,419.0% | +4,965.4% | -3,546.4% | +259.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling