+417.5%
LIN vs CG
+290.3%
+127.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | +0.2% | -1.2% | +1.4% | +0.5% |
| 30D | +6.5% | +5.0% | +1.4% | +4.8% |
| 3M | +5.5% | -18.2% | +23.7% | +10.9% |
| 6M | +3.3% | -20.7% | +24.0% | +9.0% |
| YTD | +22.0% | -31.4% | +53.4% | +32.7% |
| 1Y | +25.7% | -22.3% | +48.0% | +31.5% |
| 3Y | +36.2% | +50.2% | -13.9% | +8.8% |
| 5Y | +66.1% | -22.1% | +88.1% | +59.8% |
| All | +417.5% | +290.3% | +127.2% | +210.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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