+29.7%
LIN vs AHR
+408.0%
-378.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | +2.0% | +8.1% | -6.1% | +1.0% |
| 30D | +7.9% | +16.9% | -9.0% | +5.7% |
| 3M | +6.3% | +7.6% | -1.3% | +5.3% |
| 6M | +6.5% | +16.0% | -9.5% | +4.3% |
| YTD | +23.6% | +28.1% | -4.5% | +19.1% |
| 1Y | +25.7% | +22.8% | +2.9% | +21.9% |
| All | +29.7% | +408.0% | -378.3% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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