+63.3%
LIN vs USHY
+18.6%
+44.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.2% | -0.3% | +0.4% | +0.5% |
| 30D | +6.5% | 0.0% | +6.4% | +6.4% |
| 3M | +5.5% | -1.8% | +7.3% | +7.9% |
| 6M | +3.3% | -1.0% | +4.4% | +4.6% |
| YTD | +22.0% | +0.5% | +21.6% | +21.1% |
| 1Y | +25.7% | +1.9% | +23.9% | +22.4% |
| 3Y | +36.2% | +24.9% | +11.4% | +2.2% |
| All | +63.3% | +18.6% | +44.7% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling