+68.0%
LIN vs ED
+86.8%
-18.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +3.6% | +5.2% | -1.6% | +1.9% |
| 30D | +6.4% | +15.5% | -9.1% | +1.4% |
| 3M | +6.5% | +13.0% | -6.5% | +2.2% |
| 6M | +4.9% | +13.1% | -8.3% | +0.5% |
| YTD | +23.4% | +25.3% | -1.8% | +14.3% |
| 1Y | +26.3% | +30.5% | -4.2% | +15.3% |
| 3Y | +38.0% | +49.3% | -11.3% | +17.9% |
| 5Y | +68.0% | +84.6% | -16.6% | +36.7% |
| All | +68.0% | +86.8% | -18.8% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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