+427.2%
LIN vs IT
+93.0%
+334.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.4% |
| 7D | +0.3% | -6.8% | +7.2% | +2.1% |
| 30D | +8.0% | -0.6% | +8.6% | +7.6% |
| 3M | +7.7% | +3.1% | +4.6% | +5.6% |
| 6M | +5.1% | +25.5% | -20.4% | -4.4% |
| YTD | +24.7% | -23.5% | +48.2% | +29.9% |
| 1Y | +25.1% | -16.6% | +41.7% | +26.5% |
| 3Y | +36.8% | -53.1% | +90.0% | +62.8% |
| 5Y | +67.9% | -41.4% | +109.3% | +78.2% |
| 10Y | +427.2% | +90.9% | +336.2% | +238.2% |
| All | +427.2% | +93.0% | +334.2% | +238.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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