+423.5%
LIN vs PR
+62.9%
+360.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | -0.4% |
| 7D | +3.6% | -16.5% | +20.1% | +4.5% |
| 30D | +6.4% | -4.5% | +10.9% | +6.6% |
| 3M | +6.5% | +8.5% | -2.0% | +5.9% |
| 6M | +4.9% | -3.3% | +8.2% | +4.8% |
| YTD | +23.4% | +55.7% | -32.3% | +20.4% |
| 1Y | +26.3% | +82.0% | -55.7% | +22.2% |
| 3Y | +38.0% | +62.5% | -24.5% | +33.4% |
| 5Y | +68.0% | +223.9% | -155.9% | +55.8% |
| All | +423.5% | +62.9% | +360.6% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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