+252.6%
LIN vs REPL
+35.1%
+217.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +8.0% | -9.1% | -1.3% |
| 7D | +0.2% | +22.8% | -22.6% | -0.2% |
| 30D | +6.5% | +63.8% | -57.3% | +5.5% |
| 3M | +5.5% | +68.1% | -62.6% | +4.4% |
| 6M | +3.3% | +528.5% | -525.2% | -2.7% |
| YTD | +22.0% | +122.4% | -100.4% | +16.5% |
| 1Y | +25.7% | +154.4% | -128.6% | +19.4% |
| 3Y | +36.2% | +68.0% | -31.8% | +18.5% |
| 5Y | +66.1% | -35.4% | +101.4% | +51.8% |
| All | +252.6% | +35.1% | +217.5% | +168.7% |
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