+436.4%
LIN vs RACE
+647.6%
-211.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +1.0% | -0.3% |
| 7D | -2.1% | -2.5% | +0.4% | -1.3% |
| 30D | -2.4% | +0.8% | -3.2% | -2.8% |
| 3M | -5.6% | +17.2% | -22.7% | -11.1% |
| 6M | -3.4% | +13.6% | -17.0% | -8.7% |
| YTD | +13.1% | +12.2% | +0.9% | +6.9% |
| 1Y | +2.5% | -16.3% | +18.7% | +7.0% |
| 3Y | +27.6% | +36.4% | -8.8% | +6.0% |
| 5Y | +63.0% | +95.0% | -31.9% | +14.8% |
| 10Y | +359.3% | +813.2% | -454.0% | +110.8% |
| All | +436.4% | +647.6% | -211.2% | +131.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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