+412.1%
LIN vs USFR
+28.5%
+383.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | +7.9% | +0.4% | +7.5% | +7.7% |
| 3M | +6.3% | +1.1% | +5.2% | +6.0% |
| 6M | +6.5% | +2.1% | +4.4% | +5.9% |
| YTD | +23.6% | +3.4% | +20.1% | +22.3% |
| 1Y | +25.7% | +4.1% | +21.6% | +24.2% |
| 3Y | +35.6% | +14.4% | +21.2% | +29.5% |
| 5Y | +65.9% | +21.4% | +44.5% | +54.5% |
| 10Y | +412.1% | +28.5% | +383.5% | +352.4% |
| All | +412.1% | +28.5% | +383.5% | +352.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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