+64.4%
LIN vs BWA
+34.0%
+30.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +7.6% | -16.1% | +23.7% | +11.5% |
| 3M | +6.5% | -24.6% | +31.2% | +12.8% |
| 6M | +6.2% | -15.7% | +21.9% | +8.8% |
| YTD | +23.2% | +15.1% | +8.2% | +14.8% |
| 1Y | +25.4% | +15.9% | +9.6% | +16.5% |
| 3Y | +38.3% | +67.1% | -28.8% | +11.9% |
| 5Y | +64.4% | +34.7% | +29.7% | +32.8% |
| All | +64.4% | +34.0% | +30.5% | +32.8% |
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