+412.1%
LIN vs CG
+308.6%
+103.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +2.0% | +2.0% | 0.0% | +1.3% |
| 30D | +7.9% | +8.5% | -0.7% | +5.2% |
| 3M | +6.3% | -12.1% | +18.4% | +9.5% |
| 6M | +6.5% | -16.4% | +22.9% | +10.7% |
| YTD | +23.6% | -28.0% | +51.5% | +32.6% |
| 1Y | +25.7% | -18.9% | +44.6% | +29.9% |
| 3Y | +35.6% | +51.2% | -15.6% | +8.4% |
| 5Y | +65.9% | -15.9% | +81.7% | +55.9% |
| 10Y | +412.1% | +305.9% | +106.1% | +203.3% |
| All | +412.1% | +308.6% | +103.5% | +203.3% |
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