+423.5%
LIN vs QLD
+1,338.5%
-915.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.7% | +12.1% | +2.8% |
| 7D | +3.6% | -18.6% | +22.2% | +9.2% |
| 30D | +6.4% | -28.3% | +34.7% | +15.9% |
| 3M | +6.5% | -20.4% | +26.9% | +12.4% |
| 6M | +4.9% | -14.3% | +19.1% | +6.8% |
| YTD | +23.4% | +2.8% | +20.7% | +18.3% |
| 1Y | +26.3% | -1.2% | +27.5% | +22.1% |
| 3Y | +38.0% | +135.3% | -97.3% | -3.9% |
| 5Y | +68.0% | +62.6% | +5.4% | +24.1% |
| All | +423.5% | +1,338.5% | -915.0% | +71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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