+30.0%
LIN vs COMP
+215.9%
-185.9%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | -2.1% | +1.4% | -3.5% | -2.2% |
| 30D | -2.4% | -13.3% | +10.9% | -2.0% |
| 3M | -5.6% | +41.1% | -46.7% | -6.7% |
| 6M | -3.4% | +17.2% | -20.6% | -4.2% |
| YTD | +13.1% | +5.2% | +7.9% | +12.4% |
| 1Y | +2.5% | +18.9% | -16.5% | +1.1% |
| All | +30.0% | +215.9% | -185.9% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling