+361.3%
LIN vs M
-2.2%
+363.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.5% | -1.3% |
| 7D | -2.1% | +4.7% | -6.8% | -2.7% |
| 30D | -2.4% | -9.6% | +7.2% | -1.3% |
| 3M | -5.6% | +0.9% | -6.4% | -5.9% |
| 6M | -3.4% | +22.3% | -25.7% | -6.1% |
| YTD | +13.1% | +6.5% | +6.6% | +11.5% |
| 1Y | +2.5% | +38.8% | -36.3% | -2.5% |
| 3Y | +27.6% | +115.9% | -88.3% | +11.0% |
| 5Y | +63.0% | +28.6% | +34.4% | +46.0% |
| All | +361.3% | -2.2% | +363.5% | +253.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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