+65.9%
LIN vs IR
+46.1%
+19.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +2.0% | +1.5% | +0.5% | +1.4% |
| 30D | +7.9% | +9.0% | -1.2% | +4.5% |
| 3M | +6.3% | -0.9% | +7.2% | +6.2% |
| 6M | +6.5% | +13.4% | -6.9% | +1.1% |
| YTD | +23.6% | +8.5% | +15.1% | +17.5% |
| 1Y | +25.7% | +11.3% | +14.5% | +18.0% |
| 3Y | +35.6% | +26.0% | +9.6% | +12.1% |
| 5Y | +65.9% | +47.9% | +18.0% | +19.3% |
| All | +65.9% | +46.1% | +19.8% | +19.3% |
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