+68.5%
LIN vs IT
-42.2%
+110.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +2.1% | +1.1% | +1.0% | +1.9% |
| 30D | +6.8% | -1.8% | +8.6% | +6.8% |
| 3M | +10.4% | +4.8% | +5.5% | +8.6% |
| 6M | +3.2% | +33.0% | -29.9% | -4.3% |
| YTD | +24.6% | -23.8% | +48.4% | +30.7% |
| 1Y | +24.4% | -16.5% | +40.9% | +27.0% |
| 3Y | +36.7% | -53.6% | +90.4% | +62.8% |
| All | +68.5% | -42.2% | +110.8% | +73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling