+68.0%
LIN vs RF
+42.4%
+25.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.1% |
| 7D | +3.6% | -1.6% | +5.2% | +4.0% |
| 30D | +6.4% | +5.0% | +1.4% | +5.0% |
| 3M | +6.5% | -10.0% | +16.5% | +9.2% |
| 6M | +4.9% | +3.3% | +1.5% | +3.7% |
| YTD | +23.4% | +7.9% | +15.5% | +20.1% |
| 1Y | +26.3% | +21.2% | +5.1% | +18.9% |
| 3Y | +38.0% | +105.8% | -67.8% | +9.0% |
| 5Y | +68.0% | +43.7% | +24.3% | +46.6% |
| All | +68.0% | +42.4% | +25.6% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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