+67.9%
LIN vs ETR
+158.0%
-90.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.7% | +0.8% |
| 7D | +0.3% | +0.1% | +0.3% | +0.3% |
| 30D | +8.0% | +7.7% | +0.4% | +5.9% |
| 3M | +7.7% | +5.7% | +2.0% | +6.0% |
| 6M | +5.1% | -0.3% | +5.3% | +4.9% |
| YTD | +24.7% | +23.4% | +1.3% | +17.0% |
| 1Y | +25.1% | +18.5% | +6.6% | +18.7% |
| 3Y | +36.8% | +155.6% | -118.7% | -1.6% |
| 5Y | +67.9% | +158.7% | -90.8% | +22.2% |
| All | +67.9% | +158.0% | -90.2% | +22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling