+30.0%
LIN vs ALLE
+42.6%
-12.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -2.4% | -6.8% | +4.4% | -0.9% |
| 3M | -5.6% | +21.0% | -26.6% | -10.1% |
| 6M | -3.4% | +1.1% | -4.5% | -3.9% |
| YTD | +13.1% | -0.5% | +13.6% | +12.3% |
| 1Y | +2.5% | -7.3% | +9.7% | +3.6% |
| All | +30.0% | +42.6% | -12.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 3y: compounded portfolio wealth divided by compounded ALLE 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…
3y analysis · Full analysis span regression · 6 months rolling