+361.0%
LIN vs ETR
+293.5%
+67.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -2.1% | +1.4% | -3.6% | -2.6% |
| 30D | -2.4% | +1.0% | -3.4% | -2.8% |
| 3M | -5.6% | -1.3% | -4.3% | -5.3% |
| 6M | -3.4% | +1.9% | -5.3% | -4.6% |
| YTD | +13.1% | +18.2% | -5.1% | +5.5% |
| 1Y | +2.5% | +24.7% | -22.2% | -6.6% |
| 3Y | +27.6% | +150.7% | -123.1% | -14.5% |
| 5Y | +63.0% | +127.0% | -64.0% | +12.7% |
| All | +361.0% | +293.5% | +67.5% | +175.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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