+63.3%
LIN vs TPR
+253.5%
-190.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +0.2% | +14.2% | -14.0% | -2.1% |
| 30D | +6.5% | +17.1% | -10.6% | +3.4% |
| 3M | +5.5% | -17.7% | +23.2% | +8.6% |
| 6M | +3.3% | -10.2% | +13.5% | +4.4% |
| YTD | +22.0% | +4.9% | +17.1% | +18.9% |
| 1Y | +25.7% | +36.1% | -10.4% | +16.1% |
| 3Y | +36.2% | +416.5% | -380.2% | -11.8% |
| All | +63.3% | +253.5% | -190.2% | +12.3% |
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