+412.1%
LIN vs ECL
+196.4%
+215.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.0% | +0.4% | +1.6% | +1.7% |
| 30D | +7.9% | +8.6% | -0.7% | +3.0% |
| 3M | +6.3% | +7.9% | -1.6% | +1.8% |
| 6M | +6.5% | +21.0% | -14.5% | -4.6% |
| YTD | +23.6% | +17.5% | +6.1% | +11.9% |
| 1Y | +25.7% | +19.7% | +6.1% | +12.6% |
| 3Y | +35.6% | +77.4% | -41.8% | -5.0% |
| 5Y | +65.9% | +38.7% | +27.2% | +32.0% |
| 10Y | +412.1% | +193.5% | +218.6% | +150.4% |
| All | +412.1% | +196.4% | +215.6% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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