+1,281.5%
LIN vs ET
+1,435.0%
-153.5%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | -5.6% | +11.4% | -17.0% | -7.8% |
| 6M | -3.4% | +18.5% | -21.9% | -7.0% |
| YTD | +13.1% | +37.4% | -24.3% | +5.5% |
| 1Y | +2.5% | +30.9% | -28.5% | -3.6% |
| 3Y | +27.6% | +98.7% | -71.1% | +9.1% |
| 5Y | +63.0% | +230.7% | -167.7% | +23.9% |
| 10Y | +359.3% | +175.6% | +183.7% | +238.1% |
| All | +1,281.5% | +1,435.0% | -153.5% | +266.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling