+61.9%
LIN vs ET
+232.1%
-170.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -2.1% | +0.9% | -3.0% | -2.3% |
| 30D | -2.4% | +7.5% | -9.9% | -4.2% |
| 3M | -5.6% | +11.4% | -17.0% | -8.2% |
| 6M | -3.4% | +18.5% | -21.9% | -7.6% |
| YTD | +13.1% | +37.4% | -24.3% | +4.1% |
| 1Y | +2.5% | +30.9% | -28.5% | -4.6% |
| 3Y | +27.6% | +98.7% | -71.1% | +5.2% |
| All | +61.9% | +232.1% | -170.2% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling