+61.9%
LIN vs RF
+89.8%
-27.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | -2.4% | -3.6% | +1.2% | -1.6% |
| 3M | -5.6% | +8.1% | -13.7% | -7.5% |
| 6M | -3.4% | +11.5% | -14.9% | -6.3% |
| YTD | +13.1% | +15.6% | -2.5% | +8.3% |
| 1Y | +2.5% | +15.7% | -13.2% | -2.1% |
| 3Y | +27.6% | +86.9% | -59.3% | +4.5% |
| All | +61.9% | +89.8% | -27.9% | +27.8% |
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