+1,693.9%
LIN vs MKTX
+1,462.3%
+231.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | +7.9% | +0.3% | +7.6% | +7.8% |
| 3M | +6.3% | +2.1% | +4.2% | +5.9% |
| 6M | +6.5% | +13.1% | -6.6% | +2.7% |
| YTD | +23.6% | -7.6% | +31.1% | +24.0% |
| 1Y | +25.7% | -0.5% | +26.3% | +24.1% |
| 3Y | +35.6% | -22.7% | +58.3% | +37.8% |
| 5Y | +65.9% | -54.7% | +120.6% | +84.8% |
| 10Y | +412.1% | +13.7% | +398.3% | +348.1% |
| All | +1,693.9% | +1,462.3% | +231.5% | +618.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling