+417.5%
LIN vs TPR
+383.4%
+34.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | +0.2% | +14.2% | -14.0% | -2.6% |
| 30D | +6.5% | +17.1% | -10.6% | +2.8% |
| 3M | +5.5% | -17.7% | +23.2% | +9.2% |
| 6M | +3.3% | -10.2% | +13.5% | +4.5% |
| YTD | +22.0% | +4.9% | +17.1% | +18.5% |
| 1Y | +25.7% | +36.1% | -10.4% | +14.9% |
| 3Y | +36.2% | +416.5% | -380.2% | -12.4% |
| 5Y | +66.1% | +254.8% | -188.7% | +13.2% |
| All | +417.5% | +383.4% | +34.1% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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