+68.0%
LIN vs ECL
+41.4%
+26.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.7% |
| 7D | +3.6% | +1.7% | +1.9% | +2.8% |
| 30D | +6.4% | +8.9% | -2.5% | +2.1% |
| 3M | +6.5% | +7.4% | -0.9% | +2.8% |
| 6M | +4.9% | +19.3% | -14.5% | -4.0% |
| YTD | +23.4% | +17.4% | +6.0% | +13.4% |
| 1Y | +26.3% | +19.4% | +6.9% | +14.9% |
| 3Y | +38.0% | +80.5% | -42.5% | -0.2% |
| 5Y | +68.0% | +40.2% | +27.8% | +36.2% |
| All | +68.0% | +41.4% | +26.6% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling