+417.3%
LIN vs EMR
+319.4%
+97.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.4% | -3.4% | -0.8% |
| 7D | +0.1% | +2.1% | -2.0% | -0.8% |
| 30D | +7.6% | +4.8% | +2.8% | +5.3% |
| 3M | +6.5% | +7.5% | -0.9% | +3.0% |
| 6M | +6.2% | +20.9% | -14.7% | -2.9% |
| YTD | +23.2% | +29.2% | -5.9% | +7.7% |
| 1Y | +25.4% | +33.0% | -7.6% | +7.9% |
| 3Y | +38.3% | +109.8% | -71.5% | -8.2% |
| 5Y | +64.4% | +91.9% | -27.5% | +12.6% |
| 10Y | +417.3% | +301.5% | +115.8% | +150.3% |
| All | +417.3% | +319.4% | +97.9% | +150.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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