+361.3%
LIN vs ES
+84.4%
+276.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -2.4% | -2.0% | -0.5% | -1.8% |
| 3M | -5.6% | +1.7% | -7.3% | -6.2% |
| 6M | -3.4% | -3.5% | +0.2% | -2.5% |
| YTD | +13.1% | +7.9% | +5.2% | +9.6% |
| 1Y | +2.5% | +17.2% | -14.7% | -4.4% |
| 3Y | +27.6% | +29.3% | -1.7% | +12.3% |
| 5Y | +63.0% | -5.7% | +68.8% | +62.0% |
| All | +361.3% | +84.4% | +276.9% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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