+69.4%
LIN vs PL
+24.5%
+44.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.4% | +8.9% | +2.9% |
| 7D | +3.3% | -11.7% | +15.0% | +3.8% |
| 30D | +8.8% | -27.1% | +35.9% | +10.3% |
| 3M | +8.6% | -44.6% | +53.2% | +11.5% |
| 6M | +7.0% | -67.2% | +74.2% | +11.9% |
| YTD | +24.3% | -35.9% | +60.1% | +23.6% |
| 1Y | +27.3% | -0.4% | +27.7% | +22.6% |
| 3Y | +38.9% | +454.8% | -415.9% | +12.4% |
| 5Y | +69.4% | +24.8% | +44.6% | +46.3% |
| All | +69.4% | +24.5% | +44.9% | +46.3% |
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