+417.5%
LIN vs ECL
+199.1%
+218.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -0.2% |
| 7D | +0.2% | -0.8% | +1.0% | +0.6% |
| 30D | +6.5% | +8.1% | -1.7% | +1.9% |
| 3M | +5.5% | +6.4% | -0.9% | +1.8% |
| 6M | +3.3% | +14.8% | -11.4% | -4.7% |
| YTD | +22.0% | +15.5% | +6.6% | +11.6% |
| 1Y | +25.7% | +20.1% | +5.6% | +12.3% |
| 3Y | +36.2% | +77.8% | -41.5% | -4.7% |
| 5Y | +66.1% | +37.9% | +28.2% | +32.5% |
| All | +417.5% | +199.1% | +218.4% | +151.8% |
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