+11,433.6%
LIN vs BWA
+2,428.1%
+9,005.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.7% | +5.0% | +1.2% |
| 7D | +3.6% | -10.8% | +14.4% | +7.4% |
| 30D | +6.4% | -25.0% | +31.4% | +16.5% |
| 3M | +6.5% | -28.6% | +35.1% | +18.0% |
| 6M | +4.9% | -16.6% | +21.4% | +9.3% |
| YTD | +23.4% | +6.3% | +17.1% | +16.6% |
| 1Y | +26.3% | +7.2% | +19.1% | +18.8% |
| 3Y | +38.0% | +48.2% | -10.2% | +12.9% |
| 5Y | +68.0% | +23.4% | +44.6% | +42.2% |
| 10Y | +437.1% | +84.0% | +353.1% | +268.9% |
| All | +11,433.6% | +2,428.1% | +9,005.6% | +2,900.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling