+11,596.6%
LIN vs THC
+712.6%
+10,884.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.6% | -7.0% | +1.3% |
| 7D | +3.3% | +8.8% | -5.6% | +2.1% |
| 30D | +8.8% | +12.6% | -3.9% | +7.0% |
| 3M | +8.6% | +15.4% | -6.7% | +6.5% |
| 6M | +7.0% | +57.7% | -50.7% | +0.3% |
| YTD | +24.3% | +47.1% | -22.8% | +17.0% |
| 1Y | +27.3% | +40.7% | -13.4% | +20.3% |
| 3Y | +38.9% | +432.1% | -393.2% | +8.0% |
| 5Y | +69.4% | +301.9% | -232.5% | +33.3% |
| 10Y | +440.7% | +1,546.5% | -1,105.7% | +218.2% |
| All | +11,596.6% | +712.6% | +10,884.0% | +5,289.4% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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