+358.4%
LIN vs BAH
+182.5%
+175.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -3.5% | -4.3% | +0.9% | -2.6% |
| 30D | -4.1% | -4.5% | +0.4% | -3.2% |
| 3M | -6.4% | -7.6% | +1.2% | -5.2% |
| 6M | -2.4% | -10.6% | +8.2% | -0.8% |
| YTD | +10.9% | -12.6% | +23.5% | +12.3% |
| 1Y | 0.0% | -27.0% | +27.0% | +5.4% |
| 3Y | +25.8% | -31.5% | +57.3% | +28.8% |
| 5Y | +60.8% | -3.8% | +64.7% | +44.5% |
| 10Y | +358.4% | +183.9% | +174.4% | +217.7% |
| All | +358.4% | +182.5% | +175.8% | +217.7% |
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