+10,545.1%
LIN vs ECL
+10,662.8%
-117.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.1% | -2.6% | +0.5% | -0.6% |
| 30D | -2.4% | -2.2% | -0.3% | -1.2% |
| 3M | -5.6% | +10.1% | -15.7% | -11.0% |
| 6M | -3.4% | -5.7% | +2.3% | -0.8% |
| YTD | +13.1% | +7.0% | +6.1% | +7.7% |
| 1Y | +2.5% | +2.7% | -0.2% | -0.4% |
| 3Y | +27.6% | +57.7% | -30.1% | -5.7% |
| 5Y | +63.0% | +31.1% | +31.9% | +31.4% |
| 10Y | +359.3% | +150.9% | +208.4% | +141.4% |
| All | +10,545.1% | +10,662.8% | -117.7% | +916.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling