+68.0%
LIN vs LTH
+155.3%
-87.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | +3.6% | +5.3% | -1.7% | +2.8% |
| 30D | +6.4% | +18.3% | -11.9% | +3.8% |
| 3M | +6.5% | +5.4% | +1.1% | +5.5% |
| 6M | +4.9% | +62.5% | -57.7% | -3.0% |
| YTD | +23.4% | +79.6% | -56.2% | +11.9% |
| 1Y | +26.3% | +88.1% | -61.8% | +13.6% |
| 3Y | +38.0% | +272.5% | -234.5% | +8.2% |
| 5Y | +68.0% | +146.1% | -78.1% | +29.7% |
| All | +68.0% | +155.3% | -87.4% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling