+68.0%
LIN vs BWA
+22.8%
+45.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +5.0% | +0.5% |
| 7D | +3.6% | -10.8% | +14.4% | +6.1% |
| 30D | +6.4% | -25.0% | +31.4% | +13.0% |
| 3M | +6.5% | -28.6% | +35.1% | +14.0% |
| 6M | +4.9% | -16.6% | +21.4% | +7.4% |
| YTD | +23.4% | +6.3% | +17.1% | +17.0% |
| 1Y | +26.3% | +7.2% | +19.1% | +19.3% |
| 3Y | +38.0% | +48.2% | -10.2% | +15.2% |
| 5Y | +68.0% | +23.4% | +44.6% | +38.2% |
| All | +68.0% | +22.8% | +45.2% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling