+372.3%
LIN vs IR
+332.9%
+39.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +2.1% | +2.5% | -0.4% | +1.2% |
| 30D | +6.8% | +9.2% | -2.4% | +3.3% |
| 3M | +10.4% | +0.9% | +9.4% | +9.5% |
| 6M | +3.2% | +19.2% | -16.1% | -3.9% |
| YTD | +24.6% | +7.5% | +17.1% | +18.9% |
| 1Y | +24.4% | +11.7% | +12.7% | +16.8% |
| 3Y | +36.7% | +23.9% | +12.8% | +19.3% |
| 5Y | +67.0% | +46.4% | +20.7% | +34.0% |
| All | +372.3% | +332.9% | +39.5% | +165.3% |
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