+37.8%
LIN vs PH
+128.8%
-91.0%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | +3.6% | -3.9% | +7.5% | +4.3% |
| 30D | +6.4% | -9.4% | +15.8% | +8.3% |
| 3M | +6.5% | -10.3% | +16.8% | +8.5% |
| 6M | +4.9% | +2.7% | +2.2% | +3.5% |
| YTD | +23.4% | +2.1% | +21.3% | +21.4% |
| 1Y | +26.3% | +16.2% | +10.1% | +20.1% |
| All | +37.8% | +128.8% | -91.0% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling