+417.5%
LIN vs TGT
+218.2%
+199.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +0.2% | +2.6% | -2.4% | -0.3% |
| 30D | +6.5% | +5.0% | +1.5% | +5.3% |
| 3M | +5.5% | +8.5% | -3.1% | +3.5% |
| 6M | +3.3% | +23.8% | -20.4% | -1.7% |
| YTD | +22.0% | +66.5% | -44.5% | +8.6% |
| 1Y | +25.7% | +84.9% | -59.1% | +9.2% |
| 3Y | +36.2% | +59.2% | -23.0% | +16.9% |
| 5Y | +66.1% | -27.2% | +93.3% | +69.2% |
| All | +417.5% | +218.2% | +199.3% | +282.5% |
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