+64.4%
LIN vs ED
+82.1%
-17.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +7.6% | +11.6% | -4.0% | +3.7% |
| 3M | +6.5% | +10.5% | -4.0% | +3.0% |
| 6M | +6.2% | +13.2% | -7.0% | +1.8% |
| YTD | +23.2% | +22.1% | +1.1% | +15.0% |
| 1Y | +25.4% | +24.2% | +1.3% | +16.3% |
| 3Y | +38.3% | +46.9% | -8.6% | +18.5% |
| 5Y | +64.4% | +80.8% | -16.4% | +32.9% |
| All | +64.4% | +82.1% | -17.6% | +32.9% |
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