+417.3%
LIN vs TECH
+204.1%
+213.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +7.6% | +0.5% | +7.1% | +7.4% |
| 3M | +6.5% | +0.9% | +5.7% | +6.3% |
| 6M | +6.2% | +51.0% | -44.9% | -4.6% |
| YTD | +23.2% | +24.4% | -1.1% | +14.2% |
| 1Y | +25.4% | +27.6% | -2.2% | +15.2% |
| 3Y | +38.3% | +29.9% | +8.4% | +18.6% |
| 5Y | +64.4% | -40.6% | +105.1% | +81.1% |
| 10Y | +417.3% | +196.7% | +220.6% | +200.0% |
| All | +417.3% | +204.1% | +213.2% | +200.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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