+37.8%
LIN vs CP
+28.7%
+9.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +3.6% | +6.1% | -2.5% | +2.1% |
| 30D | +6.4% | +9.8% | -3.4% | +4.0% |
| 3M | +6.5% | +2.7% | +3.7% | +5.6% |
| 6M | +4.9% | +12.8% | -7.9% | +1.4% |
| YTD | +23.4% | +28.2% | -4.7% | +15.1% |
| 1Y | +26.3% | +34.1% | -7.8% | +16.2% |
| All | +37.8% | +28.7% | +9.1% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling