+367.2%
LIN vs IR
+342.0%
+25.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | -0.6% |
| 7D | +0.1% | +5.0% | -4.9% | -1.6% |
| 30D | +7.6% | +10.3% | -2.8% | +3.7% |
| 3M | +6.5% | -0.1% | +6.6% | +6.1% |
| 6M | +6.2% | +14.8% | -8.6% | +0.3% |
| YTD | +23.2% | +9.7% | +13.5% | +16.8% |
| 1Y | +25.4% | +12.2% | +13.2% | +17.7% |
| 3Y | +38.3% | +30.0% | +8.3% | +18.6% |
| 5Y | +64.4% | +46.8% | +17.6% | +31.8% |
| All | +367.2% | +342.0% | +25.1% | +160.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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