+36.2%
LIN vs CG
+47.3%
-11.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.1% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | +6.5% | +5.0% | +1.4% | +5.8% |
| 3M | +5.5% | -18.2% | +23.7% | +7.8% |
| 6M | +3.3% | -20.7% | +24.0% | +5.7% |
| YTD | +22.0% | -31.4% | +53.4% | +27.0% |
| 1Y | +25.7% | -22.3% | +48.0% | +28.1% |
| 3Y | +36.2% | +50.2% | -13.9% | +35.7% |
| All | +36.2% | +47.3% | -11.1% | +35.7% |
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