+65.9%
LIN vs REPL
-29.4%
+95.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.6% | -4.3% | +0.3% |
| 7D | +2.0% | +12.7% | -10.7% | +2.0% |
| 30D | +7.9% | +73.5% | -65.6% | +7.8% |
| 3M | +6.3% | +70.3% | -64.0% | +6.2% |
| 6M | +6.5% | +472.0% | -465.5% | +5.3% |
| YTD | +23.6% | +139.5% | -115.9% | +22.8% |
| 1Y | +25.7% | +167.3% | -141.6% | +24.7% |
| 3Y | +35.6% | +109.5% | -73.9% | +26.5% |
| 5Y | +65.9% | -29.9% | +95.8% | +62.8% |
| All | +65.9% | -29.4% | +95.3% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling