+94.0%
LIN vs PL
+16.0%
+77.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -10.1% | +9.4% | -0.2% |
| 7D | +3.6% | -20.5% | +24.1% | +4.6% |
| 30D | +6.4% | -38.8% | +45.2% | +8.7% |
| 3M | +6.5% | -49.1% | +55.6% | +9.7% |
| 6M | +4.9% | -69.4% | +74.2% | +10.0% |
| YTD | +23.4% | -42.3% | +65.8% | +23.4% |
| 1Y | +26.3% | -14.2% | +40.5% | +22.6% |
| 3Y | +38.0% | +398.7% | -360.7% | +12.1% |
| 5Y | +68.0% | +11.1% | +56.8% | +45.0% |
| All | +94.0% | +16.0% | +77.9% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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