+427.2%
LIN vs BAH
+211.3%
+215.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.3% | -1.6% | +1.9% | +0.7% |
| 30D | +8.0% | +18.0% | -10.0% | +4.3% |
| 3M | +7.7% | +11.4% | -3.7% | +5.0% |
| 6M | +5.1% | +17.7% | -12.6% | +0.6% |
| YTD | +24.7% | +5.4% | +19.3% | +21.0% |
| 1Y | +25.1% | +2.8% | +22.3% | +21.8% |
| 3Y | +36.8% | -26.7% | +63.5% | +39.7% |
| 5Y | +67.9% | +8.1% | +59.8% | +48.3% |
| 10Y | +427.2% | +202.5% | +224.7% | +260.4% |
| All | +427.2% | +211.3% | +215.9% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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