+391.3%
LIN vs USFR
+27.5%
+363.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -2.4% | +0.3% | -2.7% | -2.5% |
| 3M | -5.6% | +1.0% | -6.6% | -5.7% |
| 6M | -3.4% | +1.9% | -5.3% | -3.6% |
| YTD | +13.1% | +2.6% | +10.5% | +12.8% |
| 1Y | +2.5% | +4.0% | -1.5% | +2.0% |
| 3Y | +27.6% | +14.1% | +13.5% | +25.6% |
| 5Y | +63.0% | +20.4% | +42.6% | +59.3% |
| 10Y | +359.3% | +28.0% | +331.3% | +344.3% |
| All | +391.3% | +27.5% | +363.8% | +363.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling