+427.9%
LIN vs QSR
+137.8%
+290.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.2% |
| 7D | +0.2% | -3.9% | +4.2% | +1.6% |
| 30D | +6.2% | +5.9% | +0.3% | +4.0% |
| 3M | +9.3% | +1.7% | +7.7% | +8.4% |
| 6M | +4.4% | -1.9% | +6.2% | +4.5% |
| YTD | +23.7% | +13.6% | +10.1% | +16.9% |
| 1Y | +23.5% | +13.1% | +10.3% | +16.7% |
| 3Y | +35.8% | +21.8% | +14.0% | +22.8% |
| 5Y | +65.9% | +57.2% | +8.7% | +34.8% |
| All | +427.9% | +137.8% | +290.0% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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