+302.0%
LIN vs USHY
+48.2%
+253.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.2% |
| 7D | +0.2% | -0.3% | +0.6% | +0.7% |
| 30D | +6.2% | +0.3% | +5.9% | +5.7% |
| 3M | +9.3% | -1.7% | +11.0% | +12.2% |
| 6M | +4.4% | -0.4% | +4.8% | +4.9% |
| YTD | +23.7% | +0.7% | +23.0% | +22.1% |
| 1Y | +23.5% | +1.8% | +21.7% | +19.8% |
| 3Y | +35.8% | +25.3% | +10.5% | -4.6% |
| 5Y | +65.9% | +19.9% | +46.0% | +27.5% |
| All | +302.0% | +48.2% | +253.9% | +131.4% |
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