+69.4%
LIN vs IP
-10.3%
+79.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.3% |
| 7D | +3.3% | +3.4% | -0.1% | +2.6% |
| 30D | +8.8% | +11.2% | -2.5% | +6.4% |
| 3M | +8.6% | -14.8% | +23.4% | +11.9% |
| 6M | +7.0% | +17.3% | -10.3% | +3.0% |
| YTD | +24.3% | -6.2% | +30.4% | +24.1% |
| 1Y | +27.3% | +2.3% | +24.9% | +24.4% |
| 3Y | +38.9% | +17.7% | +21.3% | +22.2% |
| 5Y | +69.4% | -8.4% | +77.8% | +62.6% |
| All | +69.4% | -10.3% | +79.7% | +62.6% |
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