+61.9%
LIN vs COMP
-31.2%
+93.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.6% |
| 3M | -5.6% | +41.1% | -46.7% | -8.1% |
| 6M | -3.4% | +17.2% | -20.6% | -5.3% |
| YTD | +13.1% | +5.2% | +7.9% | +11.4% |
| 1Y | +2.5% | +18.9% | -16.5% | -0.3% |
| 3Y | +27.6% | +215.9% | -188.3% | +11.1% |
| All | +61.9% | -31.2% | +93.1% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling