+93.6%
LIN vs S
-53.4%
+147.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.8% | +8.1% | 0.0% |
| 7D | +3.6% | -16.7% | +20.3% | +4.9% |
| 30D | +6.4% | -17.0% | +23.4% | +7.7% |
| 3M | +6.5% | +2.0% | +4.5% | +5.8% |
| 6M | +4.9% | +35.1% | -30.2% | +1.6% |
| YTD | +23.4% | +42.8% | -19.4% | +18.5% |
| 1Y | +26.3% | +27.7% | -1.4% | +22.3% |
| 3Y | +38.0% | +33.0% | +5.0% | +30.4% |
| 5Y | +68.0% | -68.0% | +136.0% | +66.9% |
| All | +93.6% | -53.4% | +147.0% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling