+65.9%
LIN vs USFR
+21.4%
+44.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.2% | +0.3% |
| 7D | +2.0% | +0.1% | +1.9% | +2.1% |
| 30D | +7.9% | +0.4% | +7.5% | +8.3% |
| 3M | +6.3% | +1.1% | +5.2% | +7.4% |
| 6M | +6.5% | +2.1% | +4.4% | +8.6% |
| YTD | +23.6% | +3.4% | +20.1% | +27.5% |
| 1Y | +25.7% | +4.1% | +21.6% | +30.4% |
| 3Y | +35.6% | +14.4% | +21.2% | +54.1% |
| 5Y | +65.9% | +21.4% | +44.5% | +111.4% |
| All | +65.9% | +21.4% | +44.5% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling