+3,915.5%
LIN vs EW
+6,974.1%
-3,058.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -2.4% | +1.0% | -3.5% | -2.7% |
| 3M | -5.6% | +2.8% | -8.4% | -6.2% |
| 6M | -3.4% | +5.5% | -8.9% | -4.8% |
| YTD | +13.1% | +5.5% | +7.7% | +11.3% |
| 1Y | +2.5% | +11.0% | -8.6% | -0.4% |
| 3Y | +27.6% | +17.7% | +9.9% | +18.7% |
| 5Y | +63.0% | -25.7% | +88.8% | +65.5% |
| 10Y | +359.3% | +132.8% | +226.5% | +259.3% |
| All | +3,915.5% | +6,974.1% | -3,058.6% | +1,757.3% |
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