+36.9%
LIN vs QXO
-45.2%
+82.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | +0.3% | +9.1% | -8.7% | +0.3% |
| 30D | +8.0% | +29.8% | -21.7% | +8.0% |
| 3M | +7.7% | -11.2% | +18.9% | +7.7% |
| 6M | +5.1% | -25.1% | +30.2% | +5.1% |
| YTD | +24.7% | -28.4% | +53.1% | +24.7% |
| 1Y | +25.1% | -27.4% | +52.5% | +25.1% |
| All | +36.9% | -45.2% | +82.1% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling