+65.9%
LIN vs QS
-90.0%
+155.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.8% | +7.1% | -0.4% |
| 7D | +0.2% | -5.6% | +5.8% | +0.5% |
| 30D | +6.2% | -5.8% | +12.0% | +6.3% |
| 3M | +9.3% | -39.2% | +48.5% | +11.7% |
| 6M | +4.4% | -53.9% | +58.3% | +7.6% |
| YTD | +23.7% | -62.8% | +86.5% | +28.5% |
| 1Y | +23.5% | -73.5% | +97.0% | +30.5% |
| 3Y | +35.8% | -29.1% | +64.9% | +25.5% |
| 5Y | +65.9% | -90.0% | +155.9% | +77.7% |
| All | +65.9% | -90.0% | +155.9% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling