+427.2%
LIN vs MAR
+541.3%
-114.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.3% | +1.0% | -0.7% | 0.0% |
| 30D | +8.0% | +16.2% | -8.2% | +3.0% |
| 3M | +7.7% | +23.1% | -15.4% | +0.8% |
| 6M | +5.1% | +22.0% | -16.9% | -1.7% |
| YTD | +24.7% | +39.2% | -14.5% | +11.1% |
| 1Y | +25.1% | +48.3% | -23.2% | +9.1% |
| 3Y | +36.8% | +123.4% | -86.5% | +2.7% |
| 5Y | +67.9% | +185.4% | -117.5% | +14.5% |
| 10Y | +427.2% | +539.2% | -112.0% | +189.2% |
| All | +427.2% | +541.3% | -114.1% | +189.2% |
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