+78.6%
LIN vs GTLB
-49.0%
+127.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.0% |
| 7D | +0.2% | -11.1% | +11.3% | +0.9% |
| 30D | +6.5% | -7.5% | +14.0% | +6.8% |
| 3M | +5.5% | +34.8% | -29.3% | +3.3% |
| 6M | +3.3% | +98.0% | -94.7% | -1.5% |
| YTD | +22.0% | +28.1% | -6.1% | +19.3% |
| 1Y | +25.7% | +5.6% | +20.2% | +24.4% |
| 3Y | +36.2% | +15.9% | +20.3% | +30.2% |
| 5Y | +66.1% | -61.1% | +127.1% | +57.9% |
| All | +78.6% | -49.0% | +127.5% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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