+422.4%
LIN vs BWA
+89.5%
+332.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.8% |
| 7D | +2.0% | -2.4% | +4.4% | +2.6% |
| 30D | +7.9% | -17.7% | +25.6% | +13.7% |
| 3M | +6.3% | -27.0% | +33.3% | +15.5% |
| 6M | +6.5% | -17.3% | +23.8% | +10.7% |
| YTD | +23.6% | +12.9% | +10.7% | +14.6% |
| 1Y | +25.7% | +12.9% | +12.8% | +16.4% |
| 3Y | +35.6% | +62.1% | -26.5% | +8.2% |
| 5Y | +65.9% | +30.7% | +35.1% | +38.0% |
| All | +422.4% | +89.5% | +332.9% | +279.0% |
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