+229.3%
LIN vs EQX
+226.7%
+2.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.0% | -0.7% |
| 7D | -4.3% | -7.0% | +2.7% | -3.7% |
| 30D | -5.6% | +4.8% | -10.4% | -6.0% |
| 3M | -9.0% | +25.6% | -34.7% | -10.9% |
| 6M | -2.5% | -25.8% | +23.4% | -0.9% |
| YTD | +9.3% | -12.7% | +22.1% | +9.2% |
| 1Y | -1.0% | +14.1% | -15.1% | -3.7% |
| 3Y | +24.0% | +165.7% | -141.7% | +9.6% |
| 5Y | +59.1% | +81.2% | -22.1% | +40.0% |
| All | +229.3% | +226.7% | +2.6% | +218.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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