+412.1%
LIN vs PHM
+709.0%
-296.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +1.3% |
| 7D | +2.0% | +2.9% | -0.9% | +1.2% |
| 30D | +7.9% | +16.5% | -8.6% | +3.4% |
| 3M | +6.3% | +0.6% | +5.7% | +5.7% |
| 6M | +6.5% | +11.6% | -5.1% | +2.7% |
| YTD | +23.6% | +12.1% | +11.5% | +18.3% |
| 1Y | +25.7% | +9.6% | +16.1% | +20.9% |
| 3Y | +35.6% | +62.3% | -26.7% | +12.9% |
| 5Y | +65.9% | +170.4% | -104.5% | +15.1% |
| 10Y | +412.1% | +683.0% | -270.9% | +158.5% |
| All | +412.1% | +709.0% | -296.9% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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