+63.3%
LIN vs USFR
+21.3%
+42.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.2% | -1.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.3% |
| 30D | +6.5% | +0.4% | +6.1% | +6.8% |
| 3M | +5.5% | +1.1% | +4.4% | +6.5% |
| 6M | +3.3% | +2.1% | +1.3% | +5.3% |
| YTD | +22.0% | +3.4% | +18.6% | +25.7% |
| 1Y | +25.7% | +4.1% | +21.6% | +30.2% |
| 3Y | +36.2% | +14.4% | +21.8% | +53.7% |
| All | +63.3% | +21.3% | +42.0% | +104.4% |
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