+412.1%
LIN vs MAR
+528.1%
-116.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.5% |
| 7D | +2.0% | +2.9% | -0.9% | +1.1% |
| 30D | +7.9% | +17.0% | -9.2% | +2.6% |
| 3M | +6.3% | +23.2% | -16.9% | -0.5% |
| 6M | +6.5% | +21.7% | -15.3% | -0.4% |
| YTD | +23.6% | +38.9% | -15.3% | +10.2% |
| 1Y | +25.7% | +48.7% | -22.9% | +9.5% |
| 3Y | +35.6% | +122.9% | -87.3% | +1.9% |
| 5Y | +65.9% | +177.5% | -111.6% | +14.1% |
| 10Y | +412.1% | +537.5% | -125.5% | +179.0% |
| All | +412.1% | +528.1% | -116.1% | +179.0% |
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