+68.0%
LIN vs ELF
+259.2%
-191.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.4% |
| 7D | +3.6% | -2.7% | +6.3% | +3.8% |
| 30D | +6.4% | +6.9% | -0.5% | +5.8% |
| 3M | +6.5% | +27.2% | -20.7% | +4.5% |
| 6M | +4.9% | +84.9% | -80.0% | -0.1% |
| YTD | +23.4% | +44.5% | -21.0% | +19.1% |
| 1Y | +26.3% | -6.8% | +33.1% | +25.4% |
| 3Y | +38.0% | +14.2% | +23.7% | +22.6% |
| 5Y | +68.0% | +250.6% | -182.6% | -2.3% |
| All | +68.0% | +259.2% | -191.2% | -2.3% |
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