+403.7%
LIN vs QSR
+211.4%
+192.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | -0.1% | -0.8% |
| 7D | +0.2% | +7.3% | -7.1% | -2.1% |
| 30D | +6.5% | +11.9% | -5.4% | +2.6% |
| 3M | +5.5% | +7.5% | -2.0% | +2.8% |
| 6M | +3.3% | +2.5% | +0.9% | +2.0% |
| YTD | +22.0% | +17.0% | +5.1% | +14.7% |
| 1Y | +25.7% | +18.1% | +7.6% | +17.7% |
| 3Y | +36.2% | +28.6% | +7.6% | +22.1% |
| 5Y | +66.1% | +55.8% | +10.3% | +38.2% |
| 10Y | +431.0% | +140.5% | +290.5% | +275.3% |
| All | +403.7% | +211.4% | +192.3% | +237.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling