+63.3%
LIN vs ELF
+266.1%
-202.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.9% | -1.5% |
| 7D | +0.2% | +4.0% | -3.8% | -0.1% |
| 30D | +6.5% | +10.6% | -4.1% | +5.7% |
| 3M | +5.5% | +25.8% | -20.3% | +3.6% |
| 6M | +3.3% | +89.1% | -85.7% | -1.8% |
| YTD | +22.0% | +52.7% | -30.7% | +17.3% |
| 1Y | +25.7% | +51.7% | -26.0% | +20.7% |
| 3Y | +36.2% | +14.2% | +22.0% | +21.8% |
| All | +63.3% | +266.1% | -202.8% | -5.9% |
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