+433.8%
LIN vs HWM
+1,213.0%
-779.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +3.6% |
| 7D | +3.3% | +9.4% | -6.1% | +0.9% |
| 30D | +8.8% | -7.0% | +15.8% | +10.2% |
| 3M | +8.6% | -25.9% | +34.5% | +15.7% |
| 6M | +7.0% | -10.8% | +17.8% | +8.5% |
| YTD | +24.3% | +4.3% | +20.0% | +20.5% |
| 1Y | +27.3% | +4.4% | +22.9% | +23.2% |
| 3Y | +38.9% | +348.8% | -309.9% | -11.1% |
| 5Y | +69.4% | +598.5% | -529.1% | -4.4% |
| 10Y | +440.7% | +1,551.7% | -1,111.0% | +148.4% |
| All | +433.8% | +1,213.0% | -779.2% | +145.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling