+61.9%
LIN vs PL
+82.7%
-20.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -2.1% | -9.3% | +7.2% | -1.7% |
| 30D | -2.4% | -18.9% | +16.5% | -1.5% |
| 3M | -5.6% | -58.4% | +52.8% | -1.9% |
| 6M | -3.4% | -30.3% | +26.9% | -3.3% |
| YTD | +13.1% | -8.1% | +21.2% | +10.8% |
| 1Y | +2.5% | +180.5% | -178.0% | -7.7% |
| 3Y | +27.6% | +444.1% | -416.5% | +5.2% |
| All | +61.9% | +82.7% | -20.8% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling