+30.0%
LIN vs EME
+237.8%
-207.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | -2.1% | +1.9% | -4.0% | -2.3% |
| 30D | -2.4% | -8.3% | +5.8% | -1.9% |
| 3M | -5.6% | -10.7% | +5.2% | -4.8% |
| 6M | -3.4% | +1.9% | -5.3% | -4.0% |
| YTD | +13.1% | +23.5% | -10.4% | +9.9% |
| 1Y | +2.5% | +18.0% | -15.5% | -0.7% |
| All | +30.0% | +237.8% | -207.7% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling