+11,518.3%
LIN vs M
+691.0%
+10,827.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.2% | +0.5% |
| 7D | +3.6% | -2.1% | +5.7% | +4.0% |
| 30D | +6.4% | +7.7% | -1.3% | +4.7% |
| 3M | +6.5% | -4.4% | +10.9% | +7.0% |
| 6M | +4.9% | +27.5% | -22.6% | -1.0% |
| YTD | +23.4% | +12.8% | +10.7% | +18.6% |
| 1Y | +26.3% | +20.7% | +5.6% | +19.5% |
| 3Y | +38.0% | +111.3% | -73.3% | +10.0% |
| 5Y | +68.0% | -6.3% | +74.3% | +49.4% |
| 10Y | +437.1% | +1.5% | +435.6% | +288.8% |
| All | +11,518.3% | +691.0% | +10,827.3% | +4,010.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling