+1,541.9%
LIN vs MKTX
+1,446.2%
+95.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | -2.4% | +1.1% | -3.5% | -2.6% |
| 3M | -5.6% | +36.1% | -41.7% | -12.4% |
| 6M | -3.4% | -12.9% | +9.5% | -1.8% |
| YTD | +13.1% | -8.5% | +21.6% | +13.7% |
| 1Y | +2.5% | -7.5% | +10.0% | +2.6% |
| 3Y | +27.6% | -28.3% | +55.9% | +31.3% |
| 5Y | +63.0% | -63.3% | +126.3% | +89.9% |
| 10Y | +359.3% | +4.5% | +354.8% | +309.0% |
| All | +1,541.9% | +1,446.2% | +95.6% | +558.9% |
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