+300.4%
LIN vs USHY
+48.2%
+252.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.5% |
| 7D | +0.1% | +0.8% | -0.7% | -1.1% |
| 30D | +7.6% | +0.2% | +7.3% | +7.2% |
| 3M | +6.5% | -1.7% | +8.2% | +9.2% |
| 6M | +6.2% | -0.6% | +6.8% | +7.1% |
| YTD | +23.2% | +0.8% | +22.5% | +21.5% |
| 1Y | +25.4% | +2.1% | +23.3% | +21.1% |
| 3Y | +38.3% | +26.0% | +12.3% | -3.6% |
| 5Y | +64.4% | +19.2% | +45.2% | +27.6% |
| All | +300.4% | +48.2% | +252.1% | +130.2% |
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