+417.5%
LIN vs MAR
+544.2%
-126.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +0.2% | +4.3% | -4.1% | -1.1% |
| 30D | +6.5% | +16.8% | -10.4% | +1.3% |
| 3M | +5.5% | +16.0% | -10.6% | +0.5% |
| 6M | +3.3% | +16.5% | -13.1% | -1.9% |
| YTD | +22.0% | +35.0% | -13.0% | +9.8% |
| 1Y | +25.7% | +49.4% | -23.6% | +9.4% |
| 3Y | +36.2% | +124.1% | -87.8% | +2.2% |
| 5Y | +66.1% | +159.2% | -93.1% | +16.7% |
| All | +417.5% | +544.2% | -126.7% | +189.8% |
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