+425.6%
LIN vs ALLE
+344.1%
+81.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +1.9% |
| 7D | +3.3% | +6.7% | -3.4% | +0.5% |
| 30D | +8.8% | +25.4% | -16.6% | -1.2% |
| 3M | +8.6% | +16.9% | -8.3% | +1.4% |
| 6M | +7.0% | +46.6% | -39.5% | -9.6% |
| YTD | +24.3% | +22.4% | +1.9% | +12.3% |
| 1Y | +27.3% | +17.7% | +9.5% | +16.8% |
| 3Y | +38.9% | +96.3% | -57.4% | -0.9% |
| 5Y | +69.4% | +57.4% | +12.0% | +30.8% |
| 10Y | +440.7% | +241.0% | +199.7% | +201.3% |
| All | +425.6% | +344.1% | +81.5% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling