+61.9%
LIN vs PPL
+39.5%
+22.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.1% | +2.7% | -4.8% | -3.2% |
| 30D | -2.4% | +0.5% | -2.9% | -2.7% |
| 3M | -5.6% | +0.7% | -6.2% | -6.0% |
| 6M | -3.4% | -7.6% | +4.2% | -0.5% |
| YTD | +13.1% | +1.8% | +11.3% | +11.6% |
| 1Y | +2.5% | -0.8% | +3.2% | +2.1% |
| 3Y | +27.6% | +56.9% | -29.3% | +2.2% |
| All | +61.9% | +39.5% | +22.4% | +34.0% |
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