+37.8%
LIN vs S
+32.3%
+5.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.8% | +8.1% | -0.3% |
| 7D | +3.6% | -16.7% | +20.3% | +4.4% |
| 30D | +6.4% | -17.0% | +23.4% | +7.2% |
| 3M | +6.5% | +2.0% | +4.5% | +6.0% |
| 6M | +4.9% | +35.1% | -30.2% | +2.3% |
| YTD | +23.4% | +42.8% | -19.4% | +19.6% |
| 1Y | +26.3% | +27.7% | -1.4% | +23.4% |
| All | +37.8% | +32.3% | +5.5% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling