+431.5%
LIN vs QID
-99.0%
+530.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +1.4% |
| 7D | +2.1% | -7.1% | +9.2% | +0.1% |
| 30D | +6.8% | +12.6% | -5.9% | +10.8% |
| 3M | +10.4% | +14.2% | -3.9% | +15.1% |
| 6M | +3.2% | +6.2% | -3.0% | +6.0% |
| YTD | +24.6% | -21.8% | +46.4% | +17.7% |
| 1Y | +24.4% | -23.1% | +47.5% | +17.0% |
| 3Y | +36.7% | -71.3% | +108.1% | -0.5% |
| 5Y | +67.0% | -77.0% | +144.0% | +27.7% |
| All | +431.5% | -99.0% | +530.5% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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