+91.3%
LIN vs S
-52.7%
+144.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.8% | -1.3% |
| 7D | +0.2% | -13.4% | +13.6% | +1.2% |
| 30D | +6.5% | -14.0% | +20.4% | +7.4% |
| 3M | +5.5% | +4.9% | +0.6% | +4.6% |
| 6M | +3.3% | +42.0% | -38.7% | -0.3% |
| YTD | +22.0% | +45.1% | -23.1% | +17.0% |
| 1Y | +25.7% | +33.1% | -7.3% | +21.3% |
| 3Y | +36.2% | +40.6% | -4.4% | +28.1% |
| 5Y | +66.1% | -67.5% | +133.5% | +64.8% |
| All | +91.3% | -52.7% | +144.0% | +95.6% |
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