+427.9%
LIN vs QXO
+19.0%
+408.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.2% | +6.5% | -0.7% |
| 7D | +0.2% | +10.1% | -9.8% | +0.2% |
| 30D | +6.2% | +16.2% | -10.1% | +6.0% |
| 3M | +9.3% | -14.8% | +24.1% | +9.4% |
| 6M | +4.4% | -27.8% | +32.2% | +4.5% |
| YTD | +23.7% | -33.6% | +57.3% | +23.9% |
| 1Y | +23.5% | -31.8% | +55.3% | +23.6% |
| 3Y | +35.8% | -46.8% | +82.5% | +33.5% |
| 5Y | +65.9% | -63.6% | +129.5% | +62.5% |
| All | +427.9% | +19.0% | +408.9% | +402.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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