+68.0%
LIN vs P
+237.3%
-169.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -16.4% | +15.7% | +0.5% |
| 7D | +3.6% | -31.9% | +35.5% | +6.2% |
| 30D | +6.4% | -36.5% | +42.9% | +9.5% |
| 3M | +6.5% | +11.6% | -5.1% | +4.4% |
| 6M | +4.9% | +25.2% | -20.3% | +1.1% |
| YTD | +23.4% | +39.4% | -16.0% | +17.3% |
| 1Y | +26.3% | -3.7% | +30.0% | +23.6% |
| 3Y | +38.0% | +167.3% | -129.3% | +10.8% |
| 5Y | +68.0% | +237.3% | -169.3% | +26.2% |
| All | +68.0% | +237.3% | -169.3% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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