+361.3%
LIN vs EAT
+390.6%
-29.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -2.4% | +1.9% | -4.3% | -2.8% |
| 3M | -5.6% | +68.7% | -74.2% | -12.1% |
| 6M | -3.4% | +66.9% | -70.3% | -10.5% |
| YTD | +13.1% | +60.4% | -47.3% | +5.0% |
| 1Y | +2.5% | +44.0% | -41.5% | -3.9% |
| 3Y | +27.6% | +604.7% | -577.1% | -7.1% |
| 5Y | +63.0% | +347.0% | -284.0% | +22.5% |
| All | +361.3% | +390.6% | -29.3% | +209.0% |
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