+70.8%
LIN vs LTH
+160.9%
-90.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.1% | -0.6% | -1.5% | -2.0% |
| 30D | -2.4% | -4.6% | +2.2% | -1.8% |
| 3M | -5.6% | +32.8% | -38.4% | -9.6% |
| 6M | -3.4% | +64.6% | -68.0% | -11.0% |
| YTD | +13.1% | +62.6% | -49.5% | +4.2% |
| 1Y | +2.5% | +49.9% | -47.5% | -4.5% |
| 3Y | +27.6% | +151.3% | -123.7% | +7.2% |
| All | +70.8% | +160.9% | -90.1% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling