+36.2%
LIN vs HIG
+89.3%
-53.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.1% | -0.4% |
| 7D | +0.2% | +1.1% | -0.9% | -0.1% |
| 30D | +6.5% | +5.6% | +0.9% | +4.5% |
| 3M | +5.5% | -6.9% | +12.3% | +8.1% |
| 6M | +3.3% | +1.3% | +2.0% | +2.6% |
| YTD | +22.0% | -1.5% | +23.5% | +22.0% |
| 1Y | +25.7% | +6.6% | +19.1% | +21.7% |
| 3Y | +36.2% | +91.2% | -55.0% | +10.4% |
| All | +36.2% | +89.3% | -53.1% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling