+37.8%
LIN vs IR
+25.6%
+12.2%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.1% |
| 7D | +3.6% | +2.3% | +1.3% | +3.1% |
| 30D | +6.4% | +3.3% | +3.1% | +5.5% |
| 3M | +6.5% | -9.0% | +15.5% | +8.4% |
| 6M | +4.9% | +8.0% | -3.1% | +2.7% |
| YTD | +23.4% | +3.4% | +20.1% | +21.0% |
| 1Y | +26.3% | +4.5% | +21.8% | +23.3% |
| All | +37.8% | +25.6% | +12.2% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling