top holding in each sector

Asset Allocation

Position	Category/Sector	Target Weight
AMZN Amazon.com, Inc	Consumer Cyclical	7.14%
GE General Electric Company	Industrials	7.14%
GOOGL Alphabet Inc Class A	Communication Services	7.14%
JPM JPMorgan Chase & Co.	Financial Services	7.14%
LIN Linde plc	Basic Materials	7.14%
LLY Eli Lilly and Company	Healthcare	7.14%
META Meta Platforms, Inc.	Communication Services	7.14%
NEE NextEra Energy, Inc.	Utilities	7.14%
NVDA NVIDIA Corporation	Technology	7.14%
PLD Prologis, Inc.	Real Estate	7.14%
TSLA Tesla, Inc.	Consumer Cyclical	7.14%
WELL Welltower Inc.	Real Estate	7.14%
WMT Walmart Inc.	Consumer Defensive	7.14%
XOM Exxon Mobil Corporation	Energy	7.14%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in top holding in each sector, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

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The earliest data available for this chart is Oct 1, 2018, corresponding to the inception date of LIN

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.62%	0.64%	-0.30%	1.33%	25.06%	18.43%	10.57%	12.82%
Portfolio top holding in each sector	1.16%	2.01%	5.62%	12.28%	46.38%	39.29%	27.71%	—
Portfolio components:
NEE NextEra Energy, Inc.	0.33%	3.21%	18.49%	14.40%	43.96%	9.55%	6.65%	15.42%
LLY Eli Lilly and Company	0.20%	-4.61%	-10.97%	12.02%	27.67%	38.58%	40.33%	31.32%
NVDA NVIDIA Corporation	1.01%	-0.46%	-1.38%	-4.49%	60.90%	88.28%	66.52%	70.65%
GE General Electric Company	1.61%	-4.13%	1.77%	4.84%	68.03%	61.63%	36.43%	9.11%
WMT Walmart Inc.	1.47%	3.42%	16.14%	27.40%	45.40%	38.63%	24.24%	21.23%
XOM Exxon Mobil Corporation	-0.76%	4.66%	29.69%	39.44%	51.58%	14.45%	27.44%	11.14%
JPM JPMorgan Chase & Co.	0.77%	8.03%	-2.76%	2.55%	35.00%	37.47%	17.64%	21.41%
WELL Welltower Inc.	0.80%	-0.66%	11.56%	24.28%	48.26%	44.67%	25.57%	15.71%
LIN Linde plc	0.56%	5.66%	18.43%	10.63%	14.38%	13.43%	13.60%	—
META Meta Platforms, Inc.	2.61%	-3.84%	-4.72%	-14.19%	7.61%	43.40%	15.18%	19.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 2, 2018, top holding in each sector's average daily return is +0.11%, while the average monthly return is +2.33%. At this rate, your investment would double in approximately 2.5 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +15.0%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, top holding in each sector closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -12.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.91%	1.66%	-4.11%	4.26%									5.62%
2025	7.03%	-0.83%	-6.31%	-0.26%	7.93%	3.85%	3.30%	2.14%	6.19%	3.39%	3.72%	0.09%	33.70%
2024	1.73%	10.88%	5.30%	-1.02%	7.02%	3.29%	2.44%	3.91%	3.47%	-1.21%	6.45%	-1.29%	48.56%
2023	13.01%	2.73%	7.06%	3.36%	5.39%	7.69%	3.85%	0.91%	-3.96%	-2.85%	8.02%	4.33%	60.68%
2022	-5.55%	-3.75%	8.09%	-10.68%	-0.64%	-9.14%	11.34%	-4.86%	-9.60%	4.54%	8.31%	-6.55%	-19.73%
2021	2.50%	3.00%	3.51%	5.71%	1.34%	5.35%	1.77%	5.15%	-4.47%	10.01%	0.88%	1.99%	42.70%

Benchmark Metrics

top holding in each sector has an annualized alpha of 16.03%, beta of 1.03, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since October 02, 2018.

This portfolio captured 148.15% of S&P 500 Index gains but only 82.41% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 16.03% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.03 and R² of 0.90, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 16.03%

Beta: 1.03

R²: 0.90

Upside Capture: 148.15%

Downside Capture: 82.41%

Expense Ratio

top holding in each sector has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

top holding in each sector ranks 91 for risk / return — in the top 91% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	3.32	1.84	+1.48
Sortino ratio Return per unit of downside risk	4.35	2.53	+1.82
Omega ratio Gain probability vs. loss probability	1.62	1.35	+0.27
Calmar ratio Return relative to maximum drawdown	7.90	3.83	+4.07
Martin ratio Return relative to average drawdown	35.11	16.98	+18.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NEE NextEra Energy, Inc.	79	1.86	2.40	1.33	4.61	11.18
LLY Eli Lilly and Company	51	0.67	1.15	1.16	1.09	2.65
NVDA NVIDIA Corporation	77	1.74	2.30	1.29	4.37	10.88
GE General Electric Company	84	2.36	2.90	1.39	4.20	15.69
WMT Walmart Inc.	84	2.08	3.00	1.37	5.07	13.99
XOM Exxon Mobil Corporation	84	2.20	2.76	1.36	5.82	16.90
JPM JPMorgan Chase & Co.	73	1.62	2.15	1.29	3.07	8.43
WELL Welltower Inc.	84	2.45	3.13	1.41	4.05	10.49
LIN Linde plc	52	0.86	1.28	1.15	1.03	2.92
META Meta Platforms, Inc.	39	0.21	0.59	1.07	0.66	1.62

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

top holding in each sector Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

1-Year: 3.32
5-Year: 1.48
All Time: 1.39

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.86 to 2.86, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of top holding in each sector compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

top holding in each sector provided a 1.08% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.08%	1.17%	1.31%	1.30%	1.38%	1.31%	1.77%	1.84%	2.01%	1.85%	1.84%	1.95%
Portfolio components:
NEE NextEra Energy, Inc.	2.46%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
LLY Eli Lilly and Company	0.65%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
GE General Electric Company	0.50%	0.47%	0.67%	0.25%	0.38%	0.34%	0.37%	4.12%	4.89%	4.81%	2.94%	2.95%
WMT Walmart Inc.	0.74%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%
XOM Exxon Mobil Corporation	2.61%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
JPM JPMorgan Chase & Co.	1.90%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
WELL Welltower Inc.	1.40%	1.52%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%
LIN Linde plc	1.21%	1.41%	1.33%	1.24%	1.43%	1.22%	1.46%	1.64%	0.53%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.33%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the top holding in each sector. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the top holding in each sector was 34.79%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.

The current top holding in each sector drawdown is 0.58%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.79%	Feb 20, 2020	23	Mar 23, 2020	76	Jul 10, 2020	99
-26.56%	Jan 4, 2022	197	Oct 14, 2022	125	Apr 17, 2023	322
-19.77%	Feb 20, 2025	34	Apr 8, 2025	43	Jun 10, 2025	77
-17.8%	Oct 2, 2018	58	Dec 24, 2018	53	Mar 13, 2019	111
-11.56%	Sep 3, 2020	14	Sep 23, 2020	33	Nov 9, 2020	47

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	XOM	LLY	WMT	NEE	WELL	TSLA	GE	PLD	JPM	LIN	NVDA	META	AMZN	GOOGL	Portfolio
Benchmark	1.00	0.37	0.36	0.36	0.36	0.37	0.51	0.51	0.53	0.62	0.59	0.68	0.64	0.68	0.71	0.91
XOM	0.37	1.00	0.12	0.15	0.17	0.19	0.09	0.35	0.20	0.44	0.31	0.14	0.12	0.12	0.19	0.36
LLY	0.36	0.12	1.00	0.24	0.24	0.20	0.12	0.19	0.27	0.19	0.26	0.21	0.22	0.21	0.24	0.40
WMT	0.36	0.15	0.24	1.00	0.28	0.23	0.15	0.19	0.30	0.23	0.31	0.18	0.21	0.25	0.23	0.39
NEE	0.36	0.17	0.24	0.28	1.00	0.37	0.16	0.13	0.46	0.19	0.33	0.13	0.15	0.19	0.21	0.40
WELL	0.37	0.19	0.20	0.23	0.37	1.00	0.15	0.27	0.53	0.27	0.30	0.11	0.20	0.13	0.19	0.43
TSLA	0.51	0.09	0.12	0.15	0.16	0.15	1.00	0.23	0.24	0.26	0.22	0.45	0.37	0.43	0.41	0.63
GE	0.51	0.35	0.19	0.19	0.13	0.27	0.23	1.00	0.26	0.53	0.35	0.32	0.31	0.27	0.30	0.55
PLD	0.53	0.20	0.27	0.30	0.46	0.53	0.24	0.26	1.00	0.33	0.39	0.26	0.28	0.31	0.33	0.55
JPM	0.62	0.44	0.19	0.23	0.19	0.27	0.26	0.53	0.33	1.00	0.44	0.32	0.31	0.30	0.34	0.57
LIN	0.59	0.31	0.26	0.31	0.33	0.30	0.22	0.35	0.39	0.44	1.00	0.32	0.34	0.31	0.37	0.56
NVDA	0.68	0.14	0.21	0.18	0.13	0.11	0.45	0.32	0.26	0.32	0.32	1.00	0.56	0.59	0.55	0.68
META	0.64	0.12	0.22	0.21	0.15	0.20	0.37	0.31	0.28	0.31	0.34	0.56	1.00	0.63	0.63	0.66
AMZN	0.68	0.12	0.21	0.25	0.19	0.13	0.43	0.27	0.31	0.30	0.31	0.59	0.63	1.00	0.66	0.68
GOOGL	0.71	0.19	0.24	0.23	0.21	0.19	0.41	0.30	0.33	0.34	0.37	0.55	0.63	0.66	1.00	0.70
Portfolio	0.91	0.36	0.40	0.39	0.40	0.43	0.63	0.55	0.55	0.57	0.56	0.68	0.66	0.68	0.70	1.00

The correlation results are calculated based on daily price changes starting from Oct 2, 2018

top holding in each sector

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table