+369.0%
LIN vs QXO
+41.0%
+328.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.1% | +3.7% | -0.3% |
| 7D | -4.0% | -3.9% | -0.1% | -3.9% |
| 30D | -4.9% | -17.4% | +12.4% | -4.8% |
| 3M | -9.2% | -22.5% | +13.3% | -9.1% |
| 6M | -2.6% | -41.4% | +38.8% | -2.3% |
| YTD | +10.5% | -34.1% | +44.6% | +10.7% |
| 1Y | -0.1% | -40.8% | +40.7% | +0.1% |
| 3Y | +25.4% | -43.9% | +69.3% | +23.4% |
| 5Y | +59.7% | -69.6% | +129.3% | +57.1% |
| 10Y | +369.0% | +41.0% | +328.0% | +364.1% |
| All | +369.0% | +41.0% | +328.0% | +364.1% |
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