+11,596.6%
LIN vs RF
+647.0%
+10,949.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | +3.3% | +2.3% | +1.0% | +2.8% |
| 30D | +8.8% | +7.2% | +1.5% | +7.1% |
| 3M | +8.6% | -8.2% | +16.8% | +10.6% |
| 6M | +7.0% | +7.0% | 0.0% | +5.1% |
| YTD | +24.3% | +10.3% | +14.0% | +20.9% |
| 1Y | +27.3% | +25.1% | +2.2% | +20.4% |
| 3Y | +38.9% | +110.3% | -71.4% | +15.4% |
| 5Y | +69.4% | +47.1% | +22.3% | +49.8% |
| 10Y | +440.7% | +297.9% | +142.8% | +268.0% |
| All | +11,596.6% | +647.0% | +10,949.6% | +5,248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling