+61.9%
LIN vs EWJ
+53.7%
+8.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.1% |
| 7D | -2.1% | +2.5% | -4.6% | -3.3% |
| 30D | -2.4% | +3.3% | -5.7% | -4.0% |
| 3M | -5.6% | +5.0% | -10.6% | -8.2% |
| 6M | -3.4% | +11.5% | -14.9% | -9.3% |
| YTD | +13.1% | +22.4% | -9.3% | +0.3% |
| 1Y | +2.5% | +30.2% | -27.7% | -12.7% |
| 3Y | +27.6% | +72.8% | -45.2% | -13.3% |
| All | +61.9% | +53.7% | +8.1% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling