+86.1%
LIN vs LTH
+183.0%
-96.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +0.1% | +7.0% | -6.9% | -0.9% |
| 30D | +7.6% | +15.4% | -7.9% | +5.3% |
| 3M | +6.5% | +7.0% | -0.5% | +5.3% |
| 6M | +6.2% | +46.9% | -40.7% | 0.0% |
| YTD | +23.2% | +76.4% | -53.2% | +12.1% |
| 1Y | +25.4% | +83.7% | -58.3% | +13.3% |
| 3Y | +38.3% | +248.9% | -210.6% | +10.1% |
| 5Y | +64.4% | +141.8% | -77.4% | +28.1% |
| All | +86.1% | +183.0% | -96.9% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling