+86.9%
LIN vs LTH
+174.8%
-88.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.2% |
| 7D | +0.2% | -4.6% | +4.9% | +0.9% |
| 30D | +6.2% | +14.8% | -8.7% | +4.0% |
| 3M | +9.3% | +3.9% | +5.4% | +8.6% |
| 6M | +4.4% | +35.5% | -31.1% | -0.6% |
| YTD | +23.7% | +71.3% | -47.6% | +13.0% |
| 1Y | +23.5% | +75.7% | -52.2% | +12.3% |
| 3Y | +35.8% | +231.9% | -196.1% | +9.0% |
| 5Y | +65.9% | +130.5% | -64.6% | +29.8% |
| All | +86.9% | +174.8% | -88.0% | +45.4% |
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