+358.4%
LIN vs ET
+163.5%
+194.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -2.0% | -1.9% |
| 7D | -3.5% | +0.4% | -3.9% | -3.5% |
| 30D | -4.1% | +6.9% | -10.9% | -5.5% |
| 3M | -6.4% | +13.1% | -19.5% | -8.9% |
| 6M | -2.4% | +18.7% | -21.1% | -6.2% |
| YTD | +10.9% | +37.4% | -26.5% | +3.3% |
| 1Y | 0.0% | +34.8% | -34.8% | -6.6% |
| 3Y | +25.8% | +96.8% | -71.0% | +7.5% |
| 5Y | +60.8% | +238.2% | -177.4% | +21.5% |
| 10Y | +358.4% | +159.4% | +198.9% | +258.0% |
| All | +358.4% | +163.5% | +194.9% | +258.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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