+376.0%
LIN vs ELF
+357.0%
+19.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.2% |
| 7D | -2.1% | +5.4% | -7.5% | -2.6% |
| 30D | -2.4% | +27.0% | -29.4% | -4.9% |
| 3M | -5.6% | +113.2% | -118.8% | -12.9% |
| 6M | -3.4% | +36.6% | -40.0% | -7.2% |
| YTD | +13.1% | +44.2% | -31.1% | +7.6% |
| 1Y | +2.5% | -18.0% | +20.5% | +2.3% |
| 3Y | +27.6% | -19.9% | +47.5% | +20.7% |
| 5Y | +63.0% | +257.7% | -194.7% | +18.4% |
| All | +376.0% | +357.0% | +19.1% | +204.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling