+3,064.9%
LIN vs ELV
+2,444.2%
+620.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.4% |
| 7D | -2.1% | +3.3% | -5.4% | -3.1% |
| 30D | -2.4% | +4.2% | -6.6% | -3.7% |
| 3M | -5.6% | -0.1% | -5.5% | -6.0% |
| 6M | -3.4% | +41.3% | -44.6% | -13.5% |
| YTD | +13.1% | +17.4% | -4.3% | +6.1% |
| 1Y | +2.5% | +35.1% | -32.6% | -8.2% |
| 3Y | +27.6% | -3.2% | +30.8% | +23.1% |
| 5Y | +63.0% | +15.6% | +47.4% | +46.3% |
| 10Y | +359.3% | +276.8% | +82.5% | +173.2% |
| All | +3,064.9% | +2,444.2% | +620.7% | +932.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling