+4,312.1%
LIN vs EW
+7,719.3%
-3,407.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +1.6% |
| 7D | +3.3% | +8.3% | -5.0% | +1.5% |
| 30D | +8.8% | +13.9% | -5.1% | +5.7% |
| 3M | +8.6% | +10.9% | -2.3% | +6.1% |
| 6M | +7.0% | +19.2% | -12.2% | +2.7% |
| YTD | +24.3% | +16.6% | +7.7% | +19.5% |
| 1Y | +27.3% | +18.1% | +9.2% | +22.0% |
| 3Y | +38.9% | +48.2% | -9.2% | +22.8% |
| 5Y | +69.4% | -15.3% | +84.7% | +67.0% |
| 10Y | +440.7% | +232.6% | +208.1% | +295.5% |
| All | +4,312.1% | +7,719.3% | -3,407.2% | +1,894.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling