+417.5%
LIN vs HWM
+1,472.2%
-1,054.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.6% | -1.7% |
| 7D | +0.2% | +3.3% | -3.1% | -0.8% |
| 30D | +6.5% | -7.6% | +14.1% | +7.9% |
| 3M | +5.5% | -28.9% | +34.4% | +13.4% |
| 6M | +3.3% | -19.7% | +23.0% | +7.4% |
| YTD | +22.0% | +0.5% | +21.5% | +19.3% |
| 1Y | +25.7% | +0.3% | +25.5% | +22.8% |
| 3Y | +36.2% | +325.8% | -289.6% | -11.8% |
| 5Y | +66.1% | +524.7% | -458.7% | -3.9% |
| All | +417.5% | +1,472.2% | -1,054.7% | +137.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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