+432.0%
LIN vs ITW
+193.9%
+238.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +0.3% | -1.6% | +2.0% | +1.3% |
| 30D | +8.0% | +8.9% | -0.9% | +2.7% |
| 3M | +7.7% | -0.9% | +8.6% | +8.0% |
| 6M | +5.1% | +16.0% | -10.9% | -4.2% |
| YTD | +24.7% | +19.4% | +5.3% | +10.8% |
| 1Y | +25.1% | +20.7% | +4.4% | +10.3% |
| 3Y | +36.8% | +33.4% | +3.4% | +11.7% |
| 5Y | +67.9% | +39.1% | +28.8% | +31.3% |
| All | +432.0% | +193.9% | +238.1% | +161.3% |
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