+417.5%
LIN vs EWJ
+116.5%
+301.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +0.2% | -5.0% | +5.2% | +3.5% |
| 30D | +6.5% | -10.2% | +16.7% | +14.2% |
| 3M | +5.5% | -7.2% | +12.7% | +10.3% |
| 6M | +3.3% | -3.2% | +6.5% | +4.2% |
| YTD | +22.0% | +9.9% | +12.1% | +10.6% |
| 1Y | +25.7% | +11.0% | +14.8% | +12.9% |
| 3Y | +36.2% | +57.3% | -21.1% | -12.0% |
| 5Y | +66.1% | +41.3% | +24.8% | +18.0% |
| All | +417.5% | +116.5% | +301.0% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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