+3,450.3%
LIN vs MAR
+3,122.8%
+327.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +3.6% | +4.4% | -0.8% | +2.0% |
| 30D | +6.4% | +15.5% | -9.1% | +0.9% |
| 3M | +6.5% | +15.7% | -9.2% | +0.8% |
| 6M | +4.9% | +18.2% | -13.3% | -1.9% |
| YTD | +23.4% | +35.3% | -11.9% | +9.2% |
| 1Y | +26.3% | +48.6% | -22.3% | +7.8% |
| 3Y | +38.0% | +124.3% | -86.3% | -0.6% |
| 5Y | +68.0% | +159.7% | -91.7% | +12.3% |
| 10Y | +437.1% | +555.2% | -118.1% | +131.0% |
| All | +3,450.3% | +3,122.8% | +327.5% | +620.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling