+11,596.6%
LIN vs CP
+10,370.7%
+1,225.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.5% | -0.9% | +1.2% |
| 7D | +3.3% | +5.6% | -2.3% | +1.1% |
| 30D | +8.8% | +10.0% | -1.3% | +4.7% |
| 3M | +8.6% | +4.4% | +4.2% | +6.6% |
| 6M | +7.0% | +14.1% | -7.1% | +1.1% |
| YTD | +24.3% | +29.1% | -4.8% | +11.2% |
| 1Y | +27.3% | +34.6% | -7.3% | +11.9% |
| 3Y | +38.9% | +29.8% | +9.2% | +21.6% |
| 5Y | +69.4% | +28.7% | +40.7% | +47.2% |
| 10Y | +440.7% | +267.3% | +173.4% | +205.5% |
| All | +11,596.6% | +10,370.7% | +1,225.8% | +1,984.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling