+431.5%
LIN vs EAT
+320.8%
+110.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | +2.1% | -4.0% | +6.1% | +2.6% |
| 30D | +6.8% | -2.9% | +9.7% | +7.0% |
| 3M | +10.4% | -16.9% | +27.3% | +12.6% |
| 6M | +3.2% | +57.0% | -53.8% | -3.5% |
| YTD | +24.6% | +38.2% | -13.6% | +17.5% |
| 1Y | +24.4% | +69.3% | -44.9% | +13.9% |
| 3Y | +36.7% | +483.0% | -446.2% | +2.0% |
| 5Y | +67.0% | +364.1% | -297.1% | +24.6% |
| All | +431.5% | +320.8% | +110.7% | +257.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling