+412.1%
LIN vs HIG
+268.7%
+143.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.5% |
| 7D | +2.0% | +2.1% | -0.1% | +1.2% |
| 30D | +7.9% | +6.7% | +1.1% | +5.2% |
| 3M | +6.3% | -1.9% | +8.2% | +6.9% |
| 6M | +6.5% | +5.3% | +1.2% | +4.0% |
| YTD | +23.6% | +1.3% | +22.2% | +22.2% |
| 1Y | +25.7% | +7.2% | +18.5% | +21.6% |
| 3Y | +35.6% | +96.6% | -61.0% | +3.7% |
| 5Y | +65.9% | +110.0% | -44.1% | +22.9% |
| 10Y | +412.1% | +268.4% | +143.7% | +236.6% |
| All | +412.1% | +268.7% | +143.4% | +236.6% |
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