+427.2%
LIN vs HIG
+268.2%
+159.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.6% |
| 30D | +8.0% | +5.4% | +2.7% | +5.9% |
| 3M | +7.7% | -0.9% | +8.6% | +7.9% |
| 6M | +5.1% | +4.8% | +0.3% | +2.8% |
| YTD | +24.7% | +0.9% | +23.8% | +23.5% |
| 1Y | +25.1% | +6.5% | +18.6% | +21.3% |
| 3Y | +36.8% | +95.7% | -58.9% | +4.8% |
| 5Y | +67.9% | +107.1% | -39.2% | +24.9% |
| 10Y | +427.2% | +262.6% | +164.5% | +243.5% |
| All | +427.2% | +268.2% | +159.0% | +243.5% |
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