+60.8%
LIN vs MKTX
-61.3%
+122.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -3.5% | +0.4% | -3.9% | -3.5% |
| 30D | -4.1% | +1.0% | -5.1% | -4.2% |
| 3M | -6.4% | +41.3% | -47.6% | -11.2% |
| 6M | -2.4% | -11.3% | +8.9% | -0.7% |
| YTD | +10.9% | -8.6% | +19.5% | +12.3% |
| 1Y | 0.0% | -11.1% | +11.1% | +1.6% |
| 3Y | +25.8% | -24.5% | +50.3% | +27.8% |
| 5Y | +60.8% | -61.4% | +122.3% | +75.6% |
| All | +60.8% | -61.3% | +122.1% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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