+361.3%
LIN vs GD
+190.3%
+170.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | -2.1% | -5.3% | +3.1% | +0.3% |
| 30D | -2.4% | -6.4% | +4.0% | +0.6% |
| 3M | -5.6% | +5.7% | -11.3% | -8.3% |
| 6M | -3.4% | -0.9% | -2.4% | -3.6% |
| YTD | +13.1% | +8.2% | +4.9% | +7.6% |
| 1Y | +2.5% | +13.4% | -11.0% | -5.1% |
| 3Y | +27.6% | +68.5% | -40.9% | -5.4% |
| 5Y | +63.0% | +97.2% | -34.1% | +9.9% |
| All | +361.3% | +190.3% | +170.9% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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