+128.3%
LIN vs QS
-53.6%
+181.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +0.8% |
| 7D | +0.1% | +13.7% | -13.6% | -0.2% |
| 30D | +7.6% | -0.2% | +7.8% | +7.5% |
| 3M | +6.5% | -24.8% | +31.4% | +7.2% |
| 6M | +6.2% | -39.4% | +45.6% | +7.2% |
| YTD | +23.2% | -56.1% | +79.4% | +25.3% |
| 1Y | +25.4% | -72.5% | +97.9% | +29.1% |
| 3Y | +38.3% | -16.3% | +54.6% | +33.9% |
| 5Y | +64.4% | -87.6% | +152.0% | +61.4% |
| All | +128.3% | -53.6% | +181.9% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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