+423.5%
LIN vs EXC
+181.3%
+242.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.9% |
| 7D | +3.6% | +1.4% | +2.2% | +3.0% |
| 30D | +6.4% | +11.6% | -5.3% | +1.6% |
| 3M | +6.5% | +2.7% | +3.8% | +5.1% |
| 6M | +4.9% | +2.7% | +2.2% | +3.3% |
| YTD | +23.4% | +9.7% | +13.7% | +17.9% |
| 1Y | +26.3% | +4.5% | +21.8% | +23.0% |
| 3Y | +38.0% | +28.5% | +9.5% | +21.1% |
| 5Y | +68.0% | +43.9% | +24.0% | +37.8% |
| All | +423.5% | +181.3% | +242.2% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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