+125.4%
LIN vs EXE
+163.8%
-38.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.8% |
| 7D | +0.3% | +1.5% | -1.2% | +0.1% |
| 30D | +8.0% | -0.2% | +8.2% | +8.0% |
| 3M | +7.7% | -9.2% | +16.9% | +9.1% |
| 6M | +5.1% | -7.2% | +12.3% | +5.9% |
| YTD | +24.7% | -18.3% | +43.0% | +27.7% |
| 1Y | +25.1% | -23.6% | +48.7% | +29.4% |
| 3Y | +36.8% | +21.9% | +14.9% | +29.4% |
| 5Y | +67.9% | +73.7% | -5.8% | +53.9% |
| All | +125.4% | +163.8% | -38.3% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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