+65.9%
LIN vs EFV
+92.8%
-27.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.6% | -0.7% |
| 7D | +0.2% | +0.7% | -0.5% | -0.3% |
| 30D | +6.2% | +2.0% | +4.2% | +4.5% |
| 3M | +9.3% | -1.6% | +11.0% | +10.5% |
| 6M | +4.4% | +5.8% | -1.4% | -0.3% |
| YTD | +23.7% | +15.6% | +8.1% | +9.4% |
| 1Y | +23.5% | +19.0% | +4.5% | +6.6% |
| 3Y | +35.8% | +90.7% | -54.9% | -23.6% |
| 5Y | +65.9% | +92.8% | -26.9% | -8.1% |
| All | +65.9% | +92.8% | -27.0% | -8.1% |
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