+358.4%
LIN vs ITW
+185.4%
+172.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.6% |
| 7D | -3.5% | -0.4% | -3.0% | -3.2% |
| 30D | -4.1% | -9.4% | +5.3% | +1.5% |
| 3M | -6.4% | +7.1% | -13.5% | -10.4% |
| 6M | -2.4% | -1.9% | -0.6% | -2.1% |
| YTD | +10.9% | +10.4% | +0.5% | +3.4% |
| 1Y | 0.0% | +3.3% | -3.3% | -3.2% |
| 3Y | +25.8% | +21.0% | +4.8% | +9.0% |
| 5Y | +60.8% | +36.3% | +24.5% | +27.4% |
| 10Y | +358.4% | +185.8% | +172.6% | +134.5% |
| All | +358.4% | +185.4% | +172.9% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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