+69.4%
LIN vs COMP
-21.4%
+90.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.1% | +2.1% |
| 7D | +3.3% | +9.5% | -6.2% | +2.6% |
| 30D | +8.8% | +8.1% | +0.7% | +8.1% |
| 3M | +8.6% | -16.3% | +25.0% | +9.7% |
| 6M | +7.0% | +42.2% | -35.2% | +3.6% |
| YTD | +24.3% | -5.0% | +29.3% | +23.0% |
| 1Y | +27.3% | +20.1% | +7.2% | +23.7% |
| 3Y | +38.9% | +358.4% | -319.5% | +16.7% |
| 5Y | +69.4% | -21.9% | +91.3% | +61.1% |
| All | +69.4% | -21.4% | +90.8% | +61.1% |
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