+216.5%
LIN vs ELAN
-27.0%
+243.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | -0.1% |
| 7D | -4.0% | -4.6% | +0.6% | -3.2% |
| 30D | -4.9% | +5.7% | -10.6% | -5.9% |
| 3M | -9.2% | -3.9% | -5.3% | -8.9% |
| 6M | -2.6% | -1.6% | -0.9% | -3.4% |
| YTD | +10.5% | +4.1% | +6.5% | +8.3% |
| 1Y | -0.1% | +25.5% | -25.6% | -5.7% |
| 3Y | +25.4% | +103.2% | -77.8% | +1.4% |
| 5Y | +59.7% | -29.8% | +89.5% | +67.6% |
| All | +216.5% | -27.0% | +243.5% | +187.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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