+431.5%
LIN vs EME
+905.2%
-473.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | +2.1% | +8.4% | -6.3% | -0.2% |
| 30D | +6.8% | -11.5% | +18.3% | +9.8% |
| 3M | +10.4% | -20.6% | +31.0% | +16.5% |
| 6M | +3.2% | -28.5% | +31.6% | +11.2% |
| YTD | +24.6% | +8.0% | +16.6% | +16.8% |
| 1Y | +24.4% | +6.8% | +17.6% | +16.8% |
| 3Y | +36.7% | +213.9% | -177.2% | -21.4% |
| 5Y | +67.0% | +414.8% | -347.8% | -23.8% |
| All | +431.5% | +905.2% | -473.7% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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