+417.3%
LIN vs MAR
+540.7%
-123.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +7.6% | +14.0% | -6.4% | +3.2% |
| 3M | +6.5% | +18.1% | -11.6% | +1.0% |
| 6M | +6.2% | +18.6% | -12.4% | +0.2% |
| YTD | +23.2% | +35.3% | -12.0% | +10.8% |
| 1Y | +25.4% | +44.5% | -19.1% | +10.3% |
| 3Y | +38.3% | +120.7% | -82.4% | +4.2% |
| 5Y | +64.4% | +164.1% | -99.7% | +14.9% |
| 10Y | +417.3% | +515.5% | -98.2% | +187.8% |
| All | +417.3% | +540.7% | -123.4% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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