+412.1%
LIN vs QSR
+130.9%
+281.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +2.0% | +4.5% | -2.5% | +0.4% |
| 30D | +7.9% | +9.4% | -1.5% | +4.5% |
| 3M | +6.3% | +7.5% | -1.2% | +3.4% |
| 6M | +6.5% | -0.8% | +7.3% | +6.3% |
| YTD | +23.6% | +16.9% | +6.7% | +15.6% |
| 1Y | +25.7% | +16.3% | +9.4% | +17.7% |
| 3Y | +35.6% | +25.3% | +10.3% | +21.5% |
| 5Y | +65.9% | +60.4% | +5.5% | +33.8% |
| 10Y | +412.1% | +139.2% | +272.8% | +235.8% |
| All | +412.1% | +130.9% | +281.2% | +235.8% |
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