+61.9%
LIN vs IP
-17.2%
+79.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | -2.1% | -5.3% | +3.1% | -1.1% |
| 30D | -2.4% | -10.9% | +8.4% | -0.2% |
| 3M | -5.6% | +11.2% | -16.7% | -7.8% |
| 6M | -3.4% | -10.2% | +6.8% | -1.9% |
| YTD | +13.1% | -2.0% | +15.1% | +12.2% |
| 1Y | +2.5% | -19.1% | +21.6% | +5.7% |
| 3Y | +27.6% | +20.9% | +6.8% | +12.7% |
| All | +61.9% | -17.2% | +79.1% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling