+65.9%
LIN vs MAR
+173.3%
-107.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.7% | -2.4% | -0.6% |
| 7D | +2.0% | +2.9% | -0.9% | +1.1% |
| 30D | +7.9% | +17.0% | -9.2% | +2.4% |
| 3M | +6.3% | +23.2% | -16.9% | -0.9% |
| 6M | +6.5% | +21.7% | -15.3% | -0.7% |
| YTD | +23.6% | +38.9% | -15.3% | +9.2% |
| 1Y | +25.7% | +48.7% | -22.9% | +8.2% |
| 3Y | +35.6% | +122.9% | -87.3% | -2.5% |
| 5Y | +65.9% | +177.5% | -111.6% | +7.8% |
| All | +65.9% | +173.3% | -107.4% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling