+361.3%
LIN vs TPR
+321.0%
+40.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.1% | -2.3% | +0.2% | -1.6% |
| 30D | -2.4% | -23.0% | +20.5% | +2.7% |
| 3M | -5.6% | -12.5% | +6.9% | -3.5% |
| 6M | -3.4% | -21.4% | +18.0% | +0.6% |
| YTD | +13.1% | -3.5% | +16.6% | +12.0% |
| 1Y | +2.5% | +17.4% | -14.9% | -3.3% |
| 3Y | +27.6% | +291.3% | -263.6% | -12.5% |
| 5Y | +63.0% | +241.9% | -178.9% | +11.8% |
| All | +361.3% | +321.0% | +40.3% | +162.8% |
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