+431.5%
LIN vs EWT
+448.9%
-17.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | +2.1% | +9.1% | -7.0% | -1.8% |
| 30D | +6.8% | -12.2% | +19.0% | +12.0% |
| 3M | +10.4% | -9.4% | +19.8% | +13.7% |
| 6M | +3.2% | +2.7% | +0.5% | -1.7% |
| YTD | +24.6% | +53.3% | -28.7% | -5.0% |
| 1Y | +24.4% | +59.2% | -34.8% | -7.4% |
| 3Y | +36.7% | +157.1% | -120.3% | -27.2% |
| 5Y | +67.0% | +119.6% | -52.6% | -1.8% |
| All | +431.5% | +448.9% | -17.5% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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