+361.3%
LIN vs BAH
+185.2%
+176.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.6% |
| 7D | -2.1% | -3.2% | +1.1% | -1.4% |
| 30D | -2.4% | +2.0% | -4.4% | -2.9% |
| 3M | -5.6% | -7.6% | +2.1% | -4.3% |
| 6M | -3.4% | -5.7% | +2.3% | -3.0% |
| YTD | +13.1% | -11.7% | +24.8% | +14.2% |
| 1Y | +2.5% | -27.4% | +29.8% | +8.2% |
| 3Y | +27.6% | -32.5% | +60.1% | +31.4% |
| 5Y | +63.0% | -3.3% | +66.4% | +46.4% |
| All | +361.3% | +185.2% | +176.1% | +217.4% |
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