+417.3%
LIN vs TGT
+237.9%
+179.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.7% | -3.7% | 0.0% |
| 7D | +0.1% | +4.7% | -4.6% | -0.9% |
| 30D | +7.6% | +8.0% | -0.4% | +5.8% |
| 3M | +6.5% | +11.7% | -5.1% | +3.9% |
| 6M | +6.2% | +34.7% | -28.5% | -0.7% |
| YTD | +23.2% | +74.4% | -51.2% | +8.6% |
| 1Y | +25.4% | +89.2% | -63.8% | +8.5% |
| 3Y | +38.3% | +73.4% | -35.1% | +16.4% |
| 5Y | +64.4% | -24.0% | +88.4% | +66.1% |
| 10Y | +417.3% | +225.5% | +191.8% | +279.9% |
| All | +417.3% | +237.9% | +179.4% | +279.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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