+417.3%
LIN vs EFV
+165.2%
+252.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | -1.3% |
| 7D | +0.1% | +1.7% | -1.6% | -1.4% |
| 30D | +7.6% | +3.4% | +4.1% | +4.4% |
| 3M | +6.5% | -1.7% | +8.2% | +7.8% |
| 6M | +6.2% | +6.4% | -0.2% | +0.3% |
| YTD | +23.2% | +16.3% | +7.0% | +6.9% |
| 1Y | +25.4% | +22.9% | +2.5% | +3.5% |
| 3Y | +38.3% | +92.8% | -54.5% | -25.3% |
| 5Y | +64.4% | +93.5% | -29.1% | -11.7% |
| 10Y | +417.3% | +162.1% | +255.2% | +122.3% |
| All | +417.3% | +165.2% | +252.1% | +122.3% |
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