+417.3%
LIN vs FLR
+17.5%
+399.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.3% | -7.3% | +0.1% |
| 7D | +0.1% | +8.5% | -8.4% | -0.9% |
| 30D | +7.6% | -0.7% | +8.3% | +7.5% |
| 3M | +6.5% | -11.7% | +18.2% | +7.7% |
| 6M | +6.2% | +16.2% | -10.0% | +3.4% |
| YTD | +23.2% | +27.0% | -3.8% | +18.1% |
| 1Y | +25.4% | +10.1% | +15.3% | +22.1% |
| 3Y | +38.3% | +46.2% | -7.9% | +26.5% |
| 5Y | +64.4% | +121.4% | -57.0% | +40.8% |
| 10Y | +417.3% | +11.0% | +406.3% | +374.6% |
| All | +417.3% | +17.5% | +399.8% | +374.6% |
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