+417.3%
LIN vs ELV
+298.7%
+118.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.5% |
| 7D | +0.1% | +1.1% | -1.0% | -0.2% |
| 30D | +7.6% | +1.3% | +6.2% | +7.1% |
| 3M | +6.5% | +6.6% | 0.0% | +4.4% |
| 6M | +6.2% | +11.6% | -5.4% | +2.2% |
| YTD | +23.2% | +21.1% | +2.2% | +14.6% |
| 1Y | +25.4% | +34.2% | -8.8% | +12.8% |
| 3Y | +38.3% | -2.9% | +41.2% | +33.9% |
| 5Y | +64.4% | +4.6% | +59.8% | +52.1% |
| 10Y | +417.3% | +272.8% | +144.5% | +218.2% |
| All | +417.3% | +298.7% | +118.6% | +218.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling