+64.4%
LIN vs ELF
+284.3%
-219.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.8% |
| 7D | +0.1% | +7.8% | -7.7% | -0.4% |
| 30D | +7.6% | +9.3% | -1.7% | +6.8% |
| 3M | +6.5% | +21.2% | -14.6% | +5.0% |
| 6M | +6.2% | +96.1% | -89.9% | +0.7% |
| YTD | +23.2% | +57.0% | -33.7% | +18.2% |
| 1Y | +25.4% | +61.9% | -36.4% | +19.8% |
| 3Y | +38.3% | +20.0% | +18.3% | +22.9% |
| 5Y | +64.4% | +284.8% | -220.3% | -5.4% |
| All | +64.4% | +284.3% | -219.8% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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