+61.9%
LIN vs MAR
+165.1%
-103.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.1% | -4.2% | +2.0% | -0.8% |
| 30D | -2.4% | -6.7% | +4.2% | -0.3% |
| 3M | -5.6% | -12.5% | +6.9% | -1.7% |
| 6M | -3.4% | +0.6% | -4.0% | -4.4% |
| YTD | +13.1% | +9.1% | +4.0% | +8.3% |
| 1Y | +2.5% | +26.2% | -23.7% | -7.1% |
| 3Y | +27.6% | +68.2% | -40.5% | +1.5% |
| All | +61.9% | +165.1% | -103.2% | +5.2% |
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 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