+61.9%
LIN vs EFV
+96.9%
-35.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.8% | -0.9% |
| 7D | -2.1% | +1.5% | -3.6% | -3.2% |
| 30D | -2.4% | +1.7% | -4.2% | -3.7% |
| 3M | -5.6% | +8.6% | -14.2% | -11.4% |
| 6M | -3.4% | +11.7% | -15.1% | -11.6% |
| YTD | +13.1% | +19.3% | -6.2% | -2.1% |
| 1Y | +2.5% | +30.2% | -27.7% | -17.6% |
| 3Y | +27.6% | +91.6% | -64.0% | -28.0% |
| All | +61.9% | +96.9% | -35.0% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling