+11,385.0%
LIN vs ITW
+6,922.5%
+4,462.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.4% | -0.3% |
| 7D | +0.2% | +0.9% | -0.7% | -0.3% |
| 30D | +6.5% | +7.6% | -1.1% | +2.2% |
| 3M | +5.5% | -4.0% | +9.5% | +7.6% |
| 6M | +3.3% | +9.2% | -5.9% | -2.1% |
| YTD | +22.0% | +16.2% | +5.8% | +11.0% |
| 1Y | +25.7% | +17.9% | +7.8% | +13.3% |
| 3Y | +36.2% | +30.6% | +5.7% | +14.8% |
| 5Y | +66.1% | +35.2% | +30.9% | +35.9% |
| 10Y | +431.0% | +212.2% | +218.7% | +168.9% |
| All | +11,385.0% | +6,922.5% | +4,462.6% | +1,587.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling