+223.9%
LIN vs ELAN
-24.0%
+248.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -2.1% | +1.6% | -3.7% | -2.4% |
| 30D | -2.4% | -6.6% | +4.1% | -1.5% |
| 3M | -5.6% | -0.8% | -4.7% | -5.8% |
| 6M | -3.4% | +0.2% | -3.6% | -4.5% |
| YTD | +13.1% | +8.3% | +4.8% | +10.1% |
| 1Y | +2.5% | +40.2% | -37.8% | -5.2% |
| 3Y | +27.6% | +97.7% | -70.1% | +4.2% |
| 5Y | +63.0% | -28.3% | +91.3% | +70.8% |
| All | +223.9% | -24.0% | +248.0% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling