+431.5%
LIN vs ECL
+197.5%
+233.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.2% |
| 7D | +2.1% | +2.9% | -0.8% | +0.5% |
| 30D | +6.8% | +7.5% | -0.7% | +2.5% |
| 3M | +10.4% | +12.2% | -1.9% | +3.4% |
| 6M | +3.2% | +24.6% | -21.4% | -9.0% |
| YTD | +24.6% | +18.8% | +5.8% | +12.2% |
| 1Y | +24.4% | +19.3% | +5.1% | +11.6% |
| 3Y | +36.7% | +78.2% | -41.5% | -4.4% |
| 5Y | +67.0% | +38.8% | +28.2% | +32.9% |
| All | +431.5% | +197.5% | +233.9% | +159.0% |
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