+1,236.8%
EWY vs LIN
+3,293.4%
-2,056.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.6% | +5.2% |
| 7D | +4.8% | -2.1% | +6.9% | +6.2% |
| 30D | +11.7% | -2.4% | +14.1% | +13.1% |
| 3M | -7.4% | -5.6% | -1.8% | -4.8% |
| 6M | +40.6% | -3.4% | +43.9% | +41.6% |
| YTD | +94.3% | +13.1% | +81.2% | +76.4% |
| 1Y | +164.3% | +2.5% | +161.8% | +154.1% |
| 3Y | +221.0% | +27.6% | +193.4% | +163.9% |
| 5Y | +139.1% | +63.0% | +76.1% | +63.2% |
| 10Y | +298.8% | +359.3% | -60.5% | +28.6% |
| All | +1,236.8% | +3,293.4% | -2,056.6% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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