+385.9%
LIN vs HWM
+1,494.1%
-1,108.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.1% | -2.1% | 0.0% | -1.8% |
| 30D | -2.4% | -11.0% | +8.6% | +0.1% |
| 3M | -5.6% | +4.0% | -9.6% | -6.9% |
| 6M | -3.4% | -0.2% | -3.2% | -4.3% |
| YTD | +13.1% | +26.7% | -13.5% | +5.4% |
| 1Y | +2.5% | +44.7% | -42.2% | -8.0% |
| 3Y | +27.6% | +426.1% | -398.5% | -20.8% |
| 5Y | +63.0% | +738.5% | -675.5% | -11.4% |
| All | +385.9% | +1,494.1% | -1,108.2% | +114.8% |
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