+256.7%
LIN vs REPL
+25.1%
+231.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.6% | -0.6% |
| 7D | +3.6% | +15.1% | -11.5% | +3.3% |
| 30D | +6.4% | +51.1% | -44.7% | +5.5% |
| 3M | +6.5% | +69.2% | -62.7% | +5.4% |
| 6M | +4.9% | +597.6% | -592.7% | -1.7% |
| YTD | +23.4% | +106.0% | -82.5% | +18.0% |
| 1Y | +26.3% | +133.3% | -107.0% | +20.2% |
| 3Y | +38.0% | +41.0% | -3.0% | +21.2% |
| 5Y | +68.0% | -40.1% | +108.1% | +53.8% |
| All | +256.7% | +25.1% | +231.6% | +172.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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