+37.8%
LIN vs EL
+1.5%
+36.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | -0.3% |
| 7D | +3.6% | -1.1% | +4.7% | +3.7% |
| 30D | +6.4% | +15.3% | -8.9% | +4.7% |
| 3M | +6.5% | +24.2% | -17.7% | +3.9% |
| 6M | +4.9% | +30.9% | -26.0% | +1.5% |
| YTD | +23.4% | +3.9% | +19.6% | +22.0% |
| 1Y | +26.3% | +19.9% | +6.5% | +22.7% |
| All | +37.8% | +1.5% | +36.3% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 3y: compounded portfolio wealth divided by compounded EL 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…
3y analysis · Full analysis span regression · 6 months rolling