+61.9%
LIN vs RUN
-80.5%
+142.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | -2.1% | +1.3% | -3.4% | -2.2% |
| 30D | -2.4% | -15.3% | +12.8% | -1.9% |
| 3M | -5.6% | -40.0% | +34.4% | -4.0% |
| 6M | -3.4% | -27.0% | +23.6% | -2.7% |
| YTD | +13.1% | -51.7% | +64.8% | +15.1% |
| 1Y | +2.5% | -45.9% | +48.4% | +3.3% |
| 3Y | +27.6% | -43.8% | +71.4% | +20.9% |
| All | +61.9% | -80.5% | +142.4% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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