+417.3%
LIN vs OMC
+56.1%
+361.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +0.1% |
| 7D | +0.1% | +5.4% | -5.3% | -1.7% |
| 30D | +7.6% | +15.7% | -8.2% | +2.1% |
| 3M | +6.5% | +4.9% | +1.7% | +4.4% |
| 6M | +6.2% | +17.3% | -11.1% | -0.6% |
| YTD | +23.2% | +13.0% | +10.2% | +15.6% |
| 1Y | +25.4% | +24.1% | +1.3% | +13.1% |
| 3Y | +38.3% | +31.2% | +7.1% | +18.6% |
| 5Y | +64.4% | +53.4% | +11.1% | +29.0% |
| 10Y | +417.3% | +55.5% | +361.8% | +276.1% |
| All | +417.3% | +56.1% | +361.2% | +276.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling