+454.5%
LIN vs RUN
-23.6%
+478.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.2% |
| 7D | +0.2% | +33.4% | -33.2% | -1.7% |
| 30D | +6.5% | +31.1% | -24.7% | +4.5% |
| 3M | +5.5% | +6.4% | -0.9% | +4.7% |
| 6M | +3.3% | -22.2% | +25.5% | +4.2% |
| YTD | +22.0% | -45.8% | +67.8% | +24.5% |
| 1Y | +25.7% | -51.1% | +76.9% | +28.8% |
| 3Y | +36.2% | -3.0% | +39.2% | +20.6% |
| 5Y | +66.1% | -82.2% | +148.3% | +63.8% |
| 10Y | +431.0% | +111.9% | +319.1% | +299.6% |
| All | +454.5% | -23.6% | +478.1% | +321.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling