+378.4%
LIN vs ALLE
+260.9%
+117.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -2.4% | -6.8% | +4.4% | +0.4% |
| 3M | -5.6% | +21.0% | -26.6% | -13.4% |
| 6M | -3.4% | +1.1% | -4.5% | -4.7% |
| YTD | +13.1% | -0.5% | +13.6% | +11.7% |
| 1Y | +2.5% | -7.3% | +9.7% | +4.0% |
| 3Y | +27.6% | +42.3% | -14.7% | +4.8% |
| 5Y | +63.0% | +13.5% | +49.6% | +45.2% |
| 10Y | +359.3% | +144.0% | +215.2% | +191.9% |
| All | +378.4% | +260.9% | +117.5% | +168.6% |
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