+417.5%
LIN vs EFV
+157.1%
+260.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | 0.0% |
| 7D | +0.2% | -0.7% | +0.9% | +0.7% |
| 30D | +6.5% | +0.9% | +5.6% | +5.6% |
| 3M | +5.5% | -3.6% | +9.0% | +8.5% |
| 6M | +3.3% | +2.5% | +0.8% | +0.7% |
| YTD | +22.0% | +13.2% | +8.8% | +8.3% |
| 1Y | +25.7% | +20.3% | +5.4% | +5.7% |
| 3Y | +36.2% | +84.9% | -48.7% | -23.6% |
| 5Y | +66.1% | +87.7% | -21.7% | -8.4% |
| All | +417.5% | +157.1% | +260.3% | +128.8% |
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