+11,518.3%
LIN vs LH
+844.8%
+10,673.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.5% |
| 7D | +3.6% | -1.3% | +4.9% | +3.8% |
| 30D | +6.4% | +16.6% | -10.2% | +3.8% |
| 3M | +6.5% | +16.0% | -9.5% | +3.9% |
| 6M | +4.9% | +42.0% | -37.1% | -0.8% |
| YTD | +23.4% | +45.9% | -22.4% | +16.0% |
| 1Y | +26.3% | +46.4% | -20.1% | +18.7% |
| 3Y | +38.0% | +79.0% | -41.0% | +25.2% |
| 5Y | +68.0% | +62.3% | +5.7% | +54.1% |
| 10Y | +437.1% | +265.9% | +171.3% | +338.3% |
| All | +11,518.3% | +844.8% | +10,673.5% | +7,900.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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