+10,545.1%
LIN vs EMR
+2,956.9%
+7,588.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.8% |
| 7D | -2.1% | -1.5% | -0.6% | -1.4% |
| 30D | -2.4% | -5.6% | +3.2% | +0.1% |
| 3M | -5.6% | +7.9% | -13.5% | -9.8% |
| 6M | -3.4% | +6.0% | -9.4% | -7.9% |
| YTD | +13.1% | +16.4% | -3.3% | +1.9% |
| 1Y | +2.5% | +16.6% | -14.2% | -8.4% |
| 3Y | +27.6% | +62.9% | -35.3% | -7.5% |
| 5Y | +63.0% | +60.1% | +2.9% | +17.7% |
| 10Y | +359.3% | +268.8% | +90.5% | +100.6% |
| All | +10,545.1% | +2,956.9% | +7,588.2% | +1,671.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling