+67.9%
LIN vs LOW
+9.2%
+58.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.3% | +1.0% | -0.6% | 0.0% |
| 30D | +8.0% | +25.6% | -17.6% | +0.5% |
| 3M | +7.7% | +5.3% | +2.4% | +5.8% |
| 6M | +5.1% | +3.7% | +1.3% | +3.4% |
| YTD | +24.7% | -1.9% | +26.6% | +24.0% |
| 1Y | +25.1% | +0.6% | +24.5% | +23.1% |
| 3Y | +36.8% | +26.4% | +10.4% | +21.2% |
| 5Y | +67.9% | +10.1% | +57.7% | +54.2% |
| All | +67.9% | +9.2% | +58.7% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 5y: compounded portfolio wealth divided by compounded LOW 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…
5y analysis · Full analysis span regression · 6 months rolling