+11,518.3%
LIN vs ECL
+11,717.3%
-199.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +1.0% |
| 7D | +3.6% | +1.7% | +1.9% | +2.6% |
| 30D | +6.4% | +8.9% | -2.5% | +1.1% |
| 3M | +6.5% | +7.4% | -0.9% | +1.9% |
| 6M | +4.9% | +19.3% | -14.5% | -6.0% |
| YTD | +23.4% | +17.4% | +6.0% | +11.1% |
| 1Y | +26.3% | +19.4% | +6.9% | +12.4% |
| 3Y | +38.0% | +80.5% | -42.5% | -5.7% |
| 5Y | +68.0% | +40.2% | +27.8% | +30.3% |
| 10Y | +437.1% | +207.8% | +229.3% | +149.5% |
| All | +11,518.3% | +11,717.3% | -199.0% | +948.2% |
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 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