+36.2%
LIN vs MAR
+122.8%
-86.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -1.0% | -1.1% |
| 7D | +0.2% | +4.3% | -4.1% | -0.8% |
| 30D | +6.5% | +16.8% | -10.4% | +2.5% |
| 3M | +5.5% | +16.0% | -10.6% | +1.7% |
| 6M | +3.3% | +16.5% | -13.1% | -0.7% |
| YTD | +22.0% | +35.0% | -13.0% | +11.9% |
| 1Y | +25.7% | +49.4% | -23.6% | +11.8% |
| 3Y | +36.2% | +124.1% | -87.8% | +8.8% |
| All | +36.2% | +122.8% | -86.5% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling