+61.9%
LIN vs EW
-25.6%
+87.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.1% |
| 30D | -2.4% | +1.0% | -3.5% | -2.6% |
| 3M | -5.6% | +2.8% | -8.4% | -6.1% |
| 6M | -3.4% | +5.5% | -8.9% | -4.6% |
| YTD | +13.1% | +5.5% | +7.7% | +11.6% |
| 1Y | +2.5% | +11.0% | -8.6% | 0.0% |
| 3Y | +27.6% | +17.7% | +9.9% | +18.8% |
| All | +61.9% | -25.6% | +87.5% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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