+61.9%
LIN vs IR
+45.6%
+16.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.4% |
| 7D | -2.1% | -2.8% | +0.7% | -1.2% |
| 30D | -2.4% | -15.1% | +12.7% | +3.2% |
| 3M | -5.6% | +6.1% | -11.6% | -8.0% |
| 6M | -3.4% | -16.8% | +13.4% | +2.2% |
| YTD | +13.1% | -3.5% | +16.6% | +12.3% |
| 1Y | +2.5% | -3.5% | +6.0% | +1.2% |
| 3Y | +27.6% | +9.5% | +18.1% | +11.4% |
| All | +61.9% | +45.6% | +16.3% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling