+10,545.1%
LIN vs PH
+20,496.7%
-9,951.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -2.1% | -3.1% | +0.9% | -0.8% |
| 30D | -2.4% | -3.2% | +0.8% | -1.3% |
| 3M | -5.6% | +10.6% | -16.2% | -10.2% |
| 6M | -3.4% | -2.1% | -1.3% | -3.7% |
| YTD | +13.1% | +10.2% | +2.9% | +6.8% |
| 1Y | +2.5% | +28.2% | -25.8% | -10.0% |
| 3Y | +27.6% | +134.9% | -107.3% | -17.6% |
| 5Y | +63.0% | +253.6% | -190.6% | -14.2% |
| 10Y | +359.3% | +804.7% | -445.4% | +47.6% |
| All | +10,545.1% | +20,496.7% | -9,951.5% | +862.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling