0.0%
LIN vs ITW
+3.8%
-3.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -3.5% | -0.4% | -3.0% | -3.3% |
| 30D | -4.1% | -9.4% | +5.3% | -1.3% |
| 3M | -6.4% | +7.1% | -13.5% | -8.4% |
| 6M | -2.4% | -1.9% | -0.6% | -2.1% |
| YTD | +10.9% | +10.4% | +0.5% | +6.5% |
| 1Y | 0.0% | +3.3% | -3.3% | -1.5% |
| All | 0.0% | +3.8% | -3.7% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling