+131.1%
LIN vs QS
-57.3%
+188.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +1.0% |
| 7D | +0.3% | -5.0% | +5.3% | +0.5% |
| 30D | +8.0% | -1.4% | +9.4% | +8.0% |
| 3M | +7.7% | -33.6% | +41.3% | +8.7% |
| 6M | +5.1% | -47.6% | +52.6% | +6.4% |
| YTD | +24.7% | -59.6% | +84.3% | +27.0% |
| 1Y | +25.1% | -73.5% | +98.6% | +28.8% |
| 3Y | +36.8% | -23.0% | +59.9% | +32.8% |
| 5Y | +67.9% | -89.4% | +157.2% | +65.1% |
| All | +131.1% | -57.3% | +188.3% | +140.4% |
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