+417.5%
LIN vs USFR
+28.5%
+389.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.2% |
| 30D | +6.5% | +0.4% | +6.1% | +6.3% |
| 3M | +5.5% | +1.1% | +4.4% | +5.2% |
| 6M | +3.3% | +2.1% | +1.3% | +2.7% |
| YTD | +22.0% | +3.4% | +18.6% | +20.8% |
| 1Y | +25.7% | +4.1% | +21.6% | +24.2% |
| 3Y | +36.2% | +14.4% | +21.8% | +30.2% |
| 5Y | +66.1% | +21.3% | +44.7% | +54.8% |
| All | +417.5% | +28.5% | +389.0% | +357.5% |
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