+417.5%
LIN vs IT
+100.5%
+316.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.0% | +2.9% | -0.1% |
| 7D | +0.2% | -16.9% | +17.1% | +4.8% |
| 30D | +6.5% | +2.3% | +4.1% | +5.2% |
| 3M | +5.5% | +2.9% | +2.6% | +3.4% |
| 6M | +3.3% | +25.9% | -22.5% | -6.2% |
| YTD | +22.0% | -24.6% | +46.7% | +27.6% |
| 1Y | +25.7% | -16.0% | +41.8% | +26.7% |
| 3Y | +36.2% | -51.6% | +87.8% | +59.7% |
| 5Y | +66.1% | -42.6% | +108.7% | +77.3% |
| All | +417.5% | +100.5% | +316.9% | +231.0% |
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