+427.2%
LIN vs GAP
+7.3%
+419.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.2% |
| 7D | +0.3% | -9.3% | +9.7% | +1.6% |
| 30D | +8.0% | -5.5% | +13.5% | +8.7% |
| 3M | +7.7% | +3.5% | +4.2% | +6.8% |
| 6M | +5.1% | +0.7% | +4.4% | +4.2% |
| YTD | +24.7% | -13.4% | +38.1% | +25.4% |
| 1Y | +25.1% | -7.7% | +32.7% | +24.5% |
| 3Y | +36.8% | +74.4% | -37.6% | +17.6% |
| 5Y | +67.9% | +5.3% | +62.5% | +49.7% |
| 10Y | +427.2% | +4.7% | +422.5% | +292.8% |
| All | +427.2% | +7.3% | +419.9% | +292.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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