+417.3%
LIN vs EME
+996.0%
-578.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +7.3% | -6.3% | -1.0% |
| 7D | +0.1% | -4.4% | +4.5% | +0.9% |
| 30D | +7.6% | -17.3% | +24.8% | +12.6% |
| 3M | +6.5% | -20.0% | +26.6% | +12.2% |
| 6M | +6.2% | -29.1% | +35.3% | +14.7% |
| YTD | +23.2% | +6.9% | +16.3% | +15.9% |
| 1Y | +25.4% | +0.8% | +24.7% | +19.9% |
| 3Y | +38.3% | +214.4% | -176.1% | -20.4% |
| 5Y | +64.4% | +404.2% | -339.8% | -24.1% |
| 10Y | +417.3% | +941.9% | -524.6% | +69.4% |
| All | +417.3% | +996.0% | -578.7% | +69.4% |
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