+63.3%
LIN vs PH
+197.3%
-133.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -4.0% | -2.1% |
| 7D | +0.2% | +2.0% | -1.8% | -0.6% |
| 30D | +6.5% | -3.7% | +10.1% | +7.4% |
| 3M | +5.5% | -14.0% | +19.5% | +10.4% |
| 6M | +3.3% | +2.1% | +1.2% | +1.6% |
| YTD | +22.0% | +5.1% | +17.0% | +18.0% |
| 1Y | +25.7% | +10.9% | +14.8% | +19.0% |
| 3Y | +36.2% | +132.9% | -96.7% | -9.5% |
| All | +63.3% | +197.3% | -133.9% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling