+130.8%
LIN vs QS
-62.6%
+193.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.2% | +5.8% | +0.8% |
| 7D | +2.1% | -14.0% | +16.1% | +2.5% |
| 30D | +6.8% | -6.4% | +13.1% | +6.9% |
| 3M | +10.4% | -40.3% | +50.6% | +11.7% |
| 6M | +3.2% | -57.5% | +60.7% | +5.1% |
| YTD | +24.6% | -64.7% | +89.3% | +27.3% |
| 1Y | +24.4% | -72.9% | +97.3% | +28.0% |
| 3Y | +36.7% | -33.5% | +70.2% | +33.2% |
| 5Y | +67.0% | -90.5% | +157.5% | +64.8% |
| All | +130.8% | -62.6% | +193.5% | +141.0% |
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