+61.9%
LIN vs HWM
+743.6%
-681.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.1% | -2.1% | 0.0% | -1.8% |
| 30D | -2.4% | -11.0% | +8.6% | 0.0% |
| 3M | -5.6% | +4.0% | -9.6% | -6.9% |
| 6M | -3.4% | -0.2% | -3.2% | -4.2% |
| YTD | +13.1% | +26.7% | -13.5% | +5.1% |
| 1Y | +2.5% | +44.7% | -42.2% | -8.5% |
| 3Y | +27.6% | +426.1% | -398.5% | -29.8% |
| All | +61.9% | +743.6% | -681.7% | -28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling