+65.9%
LIN vs GEHC
+30.8%
+35.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | +0.2% | -2.3% | +2.5% | +0.7% |
| 30D | +6.2% | +19.0% | -12.9% | +2.6% |
| 3M | +9.3% | +13.3% | -3.9% | +6.6% |
| 6M | +4.4% | +31.5% | -27.2% | -1.3% |
| YTD | +23.7% | 0.0% | +23.8% | +23.1% |
| 1Y | +23.5% | +9.4% | +14.1% | +20.3% |
| 3Y | +35.8% | +18.3% | +17.4% | +27.4% |
| All | +65.9% | +30.8% | +35.1% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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