+36.2%
LIN vs ITW
+29.5%
+6.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.5% |
| 7D | +0.2% | +0.9% | -0.7% | -0.2% |
| 30D | +6.5% | +7.6% | -1.1% | +3.2% |
| 3M | +5.5% | -4.0% | +9.5% | +7.2% |
| 6M | +3.3% | +9.2% | -5.9% | -0.9% |
| YTD | +22.0% | +16.2% | +5.8% | +12.9% |
| 1Y | +25.7% | +17.9% | +7.8% | +15.3% |
| 3Y | +36.2% | +30.6% | +5.7% | +15.1% |
| All | +36.2% | +29.5% | +6.7% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling