+37.8%
LIN vs IT
-48.9%
+86.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.3% |
| 7D | +3.6% | -12.0% | +15.6% | +4.7% |
| 30D | +6.4% | +7.1% | -0.7% | +5.7% |
| 3M | +6.5% | +6.3% | +0.2% | +5.6% |
| 6M | +4.9% | +32.5% | -27.6% | +1.3% |
| YTD | +23.4% | -21.5% | +44.9% | +27.4% |
| 1Y | +26.3% | -16.5% | +42.8% | +28.9% |
| All | +37.8% | -48.9% | +86.7% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling