+267.5%
LIN vs USHY
+50.7%
+216.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -0.1% | -2.0% | -1.9% |
| 30D | -2.4% | +0.1% | -2.5% | -2.6% |
| 3M | -5.6% | +0.8% | -6.4% | -6.8% |
| 6M | -3.4% | +1.7% | -5.1% | -6.0% |
| YTD | +13.1% | +2.5% | +10.6% | +8.7% |
| 1Y | +2.5% | +4.4% | -1.9% | -4.3% |
| 3Y | +27.6% | +27.4% | +0.2% | -12.5% |
| 5Y | +63.0% | +21.7% | +41.3% | +22.5% |
| All | +267.5% | +50.7% | +216.7% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling