+61.9%
LIN vs CP
+32.0%
+29.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.1% | -2.7% | +0.6% | -1.2% |
| 30D | -2.4% | +0.2% | -2.6% | -2.6% |
| 3M | -5.6% | +2.6% | -8.1% | -6.7% |
| 6M | -3.4% | +6.0% | -9.4% | -6.0% |
| YTD | +13.1% | +24.9% | -11.8% | +2.9% |
| 1Y | +2.5% | +20.1% | -17.6% | -5.5% |
| 3Y | +27.6% | +16.4% | +11.2% | +16.6% |
| All | +61.9% | +32.0% | +29.9% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling