+11,518.3%
LIN vs ES
+972.2%
+10,546.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -1.3% |
| 7D | +3.6% | +5.9% | -2.3% | +1.8% |
| 30D | +6.4% | +10.2% | -3.8% | +3.1% |
| 3M | +6.5% | +0.4% | +6.1% | +6.2% |
| 6M | +4.9% | +6.9% | -2.0% | +2.4% |
| YTD | +23.4% | +10.5% | +12.9% | +19.0% |
| 1Y | +26.3% | +3.2% | +23.1% | +23.9% |
| 3Y | +38.0% | +49.0% | -11.1% | +18.3% |
| 5Y | +68.0% | +4.5% | +63.5% | +60.1% |
| 10Y | +437.1% | +92.3% | +344.8% | +318.2% |
| All | +11,518.3% | +972.2% | +10,546.1% | +5,662.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling