+260.4%
LIN vs USHY
+50.7%
+209.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | -4.1% | 0.0% | -4.1% | -4.1% |
| 3M | -6.4% | +1.2% | -7.5% | -8.0% |
| 6M | -2.4% | +2.6% | -5.0% | -6.4% |
| YTD | +10.9% | +2.4% | +8.5% | +6.7% |
| 1Y | 0.0% | +4.2% | -4.2% | -6.4% |
| 3Y | +25.8% | +28.0% | -2.2% | -14.5% |
| 5Y | +60.8% | +21.8% | +39.1% | +20.8% |
| All | +260.4% | +50.7% | +209.7% | +102.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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