+423.5%
LIN vs HWM
+1,434.7%
-1,011.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.3% | +0.7% |
| 7D | +3.6% | -2.4% | +6.0% | +3.9% |
| 30D | +6.4% | -13.3% | +19.6% | +9.5% |
| 3M | +6.5% | -31.0% | +37.5% | +15.3% |
| 6M | +4.9% | -17.1% | +22.0% | +8.1% |
| YTD | +23.4% | -1.9% | +25.3% | +21.3% |
| 1Y | +26.3% | -2.4% | +28.7% | +24.2% |
| 3Y | +38.0% | +322.2% | -284.2% | -10.6% |
| 5Y | +68.0% | +509.8% | -441.8% | -2.2% |
| All | +423.5% | +1,434.7% | -1,011.2% | +141.3% |
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