+27.3%
LIN vs CP
+35.2%
-8.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.9% |
| 7D | +3.3% | +5.6% | -2.3% | +2.2% |
| 30D | +8.8% | +10.0% | -1.3% | +6.8% |
| 3M | +8.6% | +4.4% | +4.2% | +7.5% |
| 6M | +7.0% | +14.1% | -7.1% | +3.9% |
| YTD | +24.3% | +29.1% | -4.8% | +17.7% |
| 1Y | +27.3% | +34.6% | -7.3% | +18.3% |
| All | +27.3% | +35.2% | -8.0% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling