+431.5%
LIN vs KEY
+96.4%
+335.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | +2.1% | +2.9% | -0.8% | +1.3% |
| 30D | +6.8% | +8.4% | -1.7% | +4.5% |
| 3M | +10.4% | -5.8% | +16.1% | +11.9% |
| 6M | +3.2% | +5.4% | -2.3% | +1.5% |
| YTD | +24.6% | +7.1% | +17.5% | +21.6% |
| 1Y | +24.4% | +26.8% | -2.4% | +16.1% |
| 3Y | +36.7% | +128.7% | -91.9% | +5.4% |
| 5Y | +67.0% | +13.6% | +53.4% | +52.0% |
| All | +431.5% | +96.4% | +335.0% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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