+361.3%
LIN vs PH
+804.1%
-442.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.1% | -3.1% | +0.9% | -0.9% |
| 30D | -2.4% | -3.2% | +0.8% | -1.4% |
| 3M | -5.6% | +10.6% | -16.2% | -10.0% |
| 6M | -3.4% | -2.1% | -1.3% | -3.6% |
| YTD | +13.1% | +10.2% | +2.9% | +7.1% |
| 1Y | +2.5% | +28.2% | -25.8% | -9.5% |
| 3Y | +27.6% | +134.9% | -107.3% | -17.5% |
| 5Y | +63.0% | +253.6% | -190.6% | -15.2% |
| All | +361.3% | +804.1% | -442.9% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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