+68.0%
LIN vs TPR
+255.9%
-187.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.1% | -7.7% | -1.9% |
| 7D | +3.6% | +13.9% | -10.3% | +1.2% |
| 30D | +6.4% | +14.9% | -8.5% | +3.7% |
| 3M | +6.5% | -15.4% | +21.9% | +9.1% |
| 6M | +4.9% | -4.5% | +9.3% | +4.7% |
| YTD | +23.4% | +6.0% | +17.5% | +20.1% |
| 1Y | +26.3% | +24.3% | +2.0% | +18.7% |
| 3Y | +38.0% | +412.8% | -374.8% | -10.4% |
| 5Y | +68.0% | +258.4% | -190.5% | +15.4% |
| All | +68.0% | +255.9% | -187.9% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling