+417.5%
LIN vs FLR
+11.0%
+406.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.5% | -1.5% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | +6.5% | -9.1% | +15.6% | +7.5% |
| 3M | +5.5% | -4.7% | +10.1% | +5.5% |
| 6M | +3.3% | -14.2% | +17.6% | +4.1% |
| YTD | +22.0% | +17.3% | +4.7% | +18.0% |
| 1Y | +25.7% | +4.3% | +21.5% | +23.2% |
| 3Y | +36.2% | +30.7% | +5.5% | +26.3% |
| 5Y | +66.1% | +101.3% | -35.2% | +43.8% |
| All | +417.5% | +11.0% | +406.5% | +375.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling