+427.2%
LIN vs IAG
+370.6%
+56.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.1% |
| 7D | +0.3% | +3.4% | -3.1% | +0.1% |
| 30D | +8.0% | -2.7% | +10.7% | +8.1% |
| 3M | +7.7% | -0.5% | +8.2% | +7.4% |
| 6M | +5.1% | -4.8% | +9.9% | +4.8% |
| YTD | +24.7% | +9.6% | +15.1% | +22.6% |
| 1Y | +25.1% | +32.2% | -7.1% | +21.5% |
| 3Y | +36.8% | +692.5% | -655.7% | +16.7% |
| 5Y | +67.9% | +447.6% | -379.7% | +41.1% |
| 10Y | +427.2% | +403.3% | +23.8% | +343.4% |
| All | +427.2% | +370.6% | +56.6% | +343.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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