+358.4%
LIN vs HIG
+304.7%
+53.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.2% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | -4.1% | -4.9% | +0.8% | -2.3% |
| 3M | -6.4% | +6.8% | -13.2% | -8.8% |
| 6M | -2.4% | -1.7% | -0.7% | -2.2% |
| YTD | +10.9% | -0.2% | +11.2% | +10.5% |
| 1Y | 0.0% | +5.7% | -5.7% | -2.6% |
| 3Y | +25.8% | +100.3% | -74.5% | -4.4% |
| 5Y | +60.8% | +118.5% | -57.6% | +17.8% |
| 10Y | +358.4% | +309.7% | +48.6% | +178.3% |
| All | +358.4% | +304.7% | +53.7% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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