+63.3%
LIN vs ES
+1.4%
+61.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.7% | -0.4% |
| 7D | +0.2% | +1.9% | -1.7% | -0.3% |
| 30D | +6.5% | +7.1% | -0.6% | +4.5% |
| 3M | +5.5% | -1.9% | +7.4% | +5.9% |
| 6M | +3.3% | +4.4% | -1.0% | +2.0% |
| YTD | +22.0% | +7.3% | +14.7% | +19.3% |
| 1Y | +25.7% | +2.1% | +23.6% | +24.1% |
| 3Y | +36.2% | +41.8% | -5.6% | +19.7% |
| All | +63.3% | +1.4% | +61.9% | +65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling