+84.3%
LIN vs LTH
+184.4%
-100.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | +0.2% | +4.5% | -4.3% | -0.5% |
| 30D | +6.5% | +16.3% | -9.9% | +4.1% |
| 3M | +5.5% | +8.4% | -2.9% | +4.1% |
| 6M | +3.3% | +40.3% | -36.9% | -2.1% |
| YTD | +22.0% | +77.3% | -55.2% | +10.9% |
| 1Y | +25.7% | +88.0% | -62.2% | +13.2% |
| 3Y | +36.2% | +274.3% | -238.0% | +7.0% |
| 5Y | +66.1% | +142.9% | -76.8% | +29.2% |
| All | +84.3% | +184.4% | -100.1% | +42.7% |
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