+37.8%
LIN vs M
+110.5%
-72.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | -0.3% |
| 7D | +3.6% | -2.1% | +5.7% | +3.7% |
| 30D | +6.4% | +7.7% | -1.3% | +5.8% |
| 3M | +6.5% | -4.4% | +10.9% | +6.7% |
| 6M | +4.9% | +27.5% | -22.6% | +3.0% |
| YTD | +23.4% | +12.8% | +10.7% | +22.1% |
| 1Y | +26.3% | +20.7% | +5.6% | +24.2% |
| All | +37.8% | +110.5% | -72.7% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling