+361.3%
LIN vs BWA
+151.8%
+209.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.7% | -1.7% |
| 7D | -2.1% | +5.7% | -7.8% | -3.7% |
| 30D | -2.4% | +1.4% | -3.8% | -3.0% |
| 3M | -5.6% | -12.1% | +6.5% | -2.6% |
| 6M | -3.4% | +28.6% | -31.9% | -11.7% |
| YTD | +13.1% | +51.1% | -38.0% | -3.0% |
| 1Y | +2.5% | +55.9% | -53.4% | -13.2% |
| 3Y | +27.6% | +70.1% | -42.5% | +2.1% |
| 5Y | +63.0% | +90.7% | -27.7% | +21.6% |
| All | +361.3% | +151.8% | +209.5% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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