+100.0%
LIN vs COMP
-56.6%
+156.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.2% | +7.5% | -0.1% |
| 7D | +3.6% | -1.8% | +5.4% | +3.7% |
| 30D | +6.4% | -0.8% | +7.1% | +6.3% |
| 3M | +6.5% | -28.1% | +34.6% | +8.5% |
| 6M | +4.9% | +27.0% | -22.1% | +2.3% |
| YTD | +23.4% | -12.8% | +36.2% | +22.9% |
| 1Y | +26.3% | +4.9% | +21.4% | +23.9% |
| 3Y | +38.0% | +321.0% | -283.0% | +17.2% |
| 5Y | +68.0% | -25.6% | +93.6% | +54.9% |
| All | +100.0% | -56.6% | +156.6% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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