+36.2%
LIN vs USFR
+14.4%
+21.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +6.5% | +0.4% | +6.1% | +6.1% |
| 3M | +5.5% | +1.1% | +4.4% | +4.4% |
| 6M | +3.3% | +2.1% | +1.3% | +1.3% |
| YTD | +22.0% | +3.4% | +18.6% | +17.1% |
| 1Y | +25.7% | +4.1% | +21.6% | +19.1% |
| 3Y | +36.2% | +14.4% | +21.8% | -12.9% |
| All | +36.2% | +14.4% | +21.8% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling