+36.7%
LIN vs CG
+46.4%
-9.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.6% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +6.8% | +11.2% | -4.4% | +5.4% |
| 3M | +10.4% | -22.1% | +32.5% | +13.4% |
| 6M | +3.2% | -17.9% | +21.1% | +5.1% |
| YTD | +24.6% | -31.3% | +55.9% | +29.6% |
| 1Y | +24.4% | -24.0% | +48.4% | +27.2% |
| 3Y | +36.7% | +45.0% | -8.2% | +39.6% |
| All | +36.7% | +46.4% | -9.6% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling