+432.0%
LIN vs EME
+916.4%
-484.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | 0.0% |
| 7D | +0.3% | +4.3% | -4.0% | -0.9% |
| 30D | +8.0% | -14.4% | +22.4% | +12.1% |
| 3M | +7.7% | -18.3% | +26.0% | +12.8% |
| 6M | +5.1% | -28.3% | +33.4% | +13.2% |
| YTD | +24.7% | +9.2% | +15.5% | +16.6% |
| 1Y | +25.1% | +4.3% | +20.8% | +18.4% |
| 3Y | +36.8% | +218.6% | -181.8% | -21.7% |
| 5Y | +67.9% | +421.0% | -353.2% | -23.7% |
| All | +432.0% | +916.4% | -484.4% | +74.6% |
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