+359.5%
LIN vs IJH
+181.8%
+177.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.1% | -0.4% |
| 7D | -4.3% | -2.5% | -1.8% | -2.6% |
| 30D | -5.6% | -5.0% | -0.6% | -2.2% |
| 3M | -9.0% | +0.5% | -9.6% | -9.6% |
| 6M | -2.5% | +8.2% | -10.7% | -8.3% |
| YTD | +9.3% | +12.4% | -3.1% | -0.2% |
| 1Y | -1.0% | +14.4% | -15.4% | -11.0% |
| 3Y | +24.0% | +49.5% | -25.5% | -10.6% |
| 5Y | +59.1% | +47.8% | +11.3% | +14.7% |
| All | +359.5% | +181.8% | +177.7% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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