+663.1%
LIN vs BAH
+1,110.0%
-446.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.8% | -0.9% |
| 7D | +3.6% | +6.0% | -2.4% | +2.4% |
| 30D | +6.4% | +31.1% | -24.7% | +0.5% |
| 3M | +6.5% | +25.2% | -18.7% | +1.3% |
| 6M | +4.9% | +18.9% | -14.0% | +0.2% |
| YTD | +23.4% | +8.3% | +15.1% | +19.2% |
| 1Y | +26.3% | +6.2% | +20.1% | +22.2% |
| 3Y | +38.0% | -22.8% | +60.8% | +39.4% |
| 5Y | +68.0% | +13.6% | +54.4% | +51.4% |
| 10Y | +437.1% | +240.2% | +196.9% | +276.2% |
| All | +663.1% | +1,110.0% | -446.9% | +289.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling