+358.4%
LIN vs EFV
+163.3%
+195.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.3% |
| 7D | -3.5% | +1.0% | -4.4% | -4.3% |
| 30D | -4.1% | +0.2% | -4.3% | -4.3% |
| 3M | -6.4% | +9.6% | -16.0% | -13.6% |
| 6M | -2.4% | +14.0% | -16.5% | -13.4% |
| YTD | +10.9% | +18.5% | -7.5% | -5.1% |
| 1Y | 0.0% | +27.9% | -27.9% | -20.1% |
| 3Y | +25.8% | +92.4% | -66.6% | -31.6% |
| 5Y | +60.8% | +97.2% | -36.3% | -14.6% |
| 10Y | +358.4% | +163.0% | +195.4% | +93.8% |
| All | +358.4% | +163.3% | +195.0% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling