+11,518.3%
LIN vs PH
+18,992.5%
-7,474.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.2% |
| 7D | +3.6% | -3.9% | +7.5% | +5.2% |
| 30D | +6.4% | -9.4% | +15.8% | +10.5% |
| 3M | +6.5% | -10.3% | +16.8% | +10.7% |
| 6M | +4.9% | +2.7% | +2.2% | +2.4% |
| YTD | +23.4% | +2.1% | +21.3% | +19.9% |
| 1Y | +26.3% | +16.2% | +10.1% | +15.5% |
| 3Y | +38.0% | +129.3% | -91.3% | -10.2% |
| 5Y | +68.0% | +191.7% | -123.7% | -4.0% |
| 10Y | +437.1% | +759.2% | -322.1% | +75.7% |
| All | +11,518.3% | +18,992.5% | -7,474.1% | +979.4% |
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