+60.8%
LIN vs ELAN
-29.1%
+90.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.2% | -1.7% |
| 7D | -3.5% | +0.3% | -3.7% | -3.5% |
| 30D | -4.1% | +8.4% | -12.5% | -5.1% |
| 3M | -6.4% | +1.2% | -7.6% | -6.7% |
| 6M | -2.4% | +2.6% | -5.0% | -3.5% |
| YTD | +10.9% | +5.9% | +5.0% | +9.2% |
| 1Y | 0.0% | +25.8% | -25.8% | -3.9% |
| 3Y | +25.8% | +106.8% | -81.0% | +7.7% |
| 5Y | +60.8% | -29.3% | +90.1% | +79.3% |
| All | +60.8% | -29.1% | +90.0% | +79.3% |
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