+427.9%
LIN vs BWA
+94.6%
+333.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.6% |
| 7D | +0.2% | +7.3% | -7.0% | -1.8% |
| 30D | +6.2% | -15.8% | +22.0% | +11.2% |
| 3M | +9.3% | -25.7% | +35.1% | +18.2% |
| 6M | +4.4% | -19.6% | +24.0% | +9.4% |
| YTD | +23.7% | +14.1% | +9.7% | +14.4% |
| 1Y | +23.5% | +12.2% | +11.3% | +14.6% |
| 3Y | +35.8% | +63.8% | -28.0% | +8.0% |
| 5Y | +65.9% | +28.7% | +37.2% | +38.9% |
| All | +427.9% | +94.6% | +333.2% | +283.0% |
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