+68.0%
LIN vs PPL
+47.7%
+20.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +3.6% | +1.0% | +2.6% | +3.2% |
| 30D | +6.4% | +6.8% | -0.4% | +3.6% |
| 3M | +6.5% | +3.9% | +2.6% | +4.7% |
| 6M | +4.9% | -2.0% | +6.9% | +5.5% |
| YTD | +23.4% | +5.3% | +18.2% | +20.1% |
| 1Y | +26.3% | +2.2% | +24.1% | +24.4% |
| 3Y | +38.0% | +56.7% | -18.7% | +11.0% |
| 5Y | +68.0% | +49.1% | +18.9% | +35.1% |
| All | +68.0% | +47.7% | +20.3% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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