+422.1%
LIN vs ALLE
+331.3%
+90.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.5% |
| 7D | +3.6% | 0.0% | +3.6% | +3.6% |
| 30D | +6.4% | +20.6% | -14.2% | -1.8% |
| 3M | +6.5% | +11.4% | -4.9% | +1.4% |
| 6M | +4.9% | +42.5% | -37.7% | -10.5% |
| YTD | +23.4% | +18.9% | +4.6% | +12.8% |
| 1Y | +26.3% | +14.2% | +12.2% | +17.4% |
| 3Y | +38.0% | +90.7% | -52.7% | -0.4% |
| 5Y | +68.0% | +52.5% | +15.5% | +31.5% |
| 10Y | +437.1% | +231.2% | +205.9% | +202.8% |
| All | +422.1% | +331.3% | +90.8% | +171.4% |
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