+61.9%
LIN vs EXC
+47.1%
+14.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -2.1% | +0.3% | -2.4% | -2.2% |
| 30D | -2.4% | -3.7% | +1.3% | -1.3% |
| 3M | -5.6% | -1.3% | -4.3% | -5.3% |
| 6M | -3.4% | -9.7% | +6.3% | -0.5% |
| YTD | +13.1% | +2.9% | +10.2% | +11.6% |
| 1Y | +2.5% | +4.4% | -1.9% | +0.5% |
| 3Y | +27.6% | +22.2% | +5.4% | +17.5% |
| All | +61.9% | +47.1% | +14.8% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling