+64.4%
LIN vs ELAN
-19.7%
+84.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.5% |
| 7D | +0.1% | +11.4% | -11.3% | -1.2% |
| 30D | +7.6% | +17.1% | -9.5% | +5.4% |
| 3M | +6.5% | +21.3% | -14.8% | +3.9% |
| 6M | +6.2% | +13.5% | -7.3% | +4.0% |
| YTD | +23.2% | +18.6% | +4.6% | +19.5% |
| 1Y | +25.4% | +24.9% | +0.5% | +20.7% |
| 3Y | +38.3% | +161.6% | -123.3% | +13.8% |
| 5Y | +64.4% | -18.9% | +83.3% | +86.0% |
| All | +64.4% | -19.7% | +84.1% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling