+68.0%
LIN vs EL
-65.9%
+133.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.9% | +3.2% | 0.0% |
| 7D | +3.6% | -1.1% | +4.7% | +3.7% |
| 30D | +6.4% | +15.3% | -8.9% | +3.8% |
| 3M | +6.5% | +24.2% | -17.7% | +2.2% |
| 6M | +4.9% | +30.9% | -26.0% | -0.6% |
| YTD | +23.4% | +3.9% | +19.6% | +20.8% |
| 1Y | +26.3% | +19.9% | +6.5% | +20.1% |
| 3Y | +38.0% | +2.5% | +35.5% | +26.8% |
| 5Y | +68.0% | -66.7% | +134.7% | +123.3% |
| All | +68.0% | -65.9% | +133.9% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling