+408.6%
LIN vs QSR
+210.7%
+197.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | +0.1% | +3.9% | -3.7% | -1.1% |
| 30D | +7.6% | +9.3% | -1.7% | +4.5% |
| 3M | +6.5% | +5.9% | +0.7% | +4.4% |
| 6M | +6.2% | -1.0% | +7.2% | +6.1% |
| YTD | +23.2% | +16.7% | +6.5% | +15.9% |
| 1Y | +25.4% | +18.6% | +6.8% | +17.3% |
| 3Y | +38.3% | +25.4% | +12.9% | +25.1% |
| 5Y | +64.4% | +59.0% | +5.4% | +36.0% |
| 10Y | +417.3% | +130.4% | +286.9% | +269.2% |
| All | +408.6% | +210.7% | +197.9% | +240.5% |
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