+63.3%
LIN vs EXE
+61.0%
+2.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -1.0% |
| 7D | +0.2% | -6.6% | +6.8% | +1.2% |
| 30D | +6.5% | -4.0% | +10.5% | +7.1% |
| 3M | +5.5% | -7.5% | +12.9% | +6.6% |
| 6M | +3.3% | -11.7% | +15.0% | +5.0% |
| YTD | +22.0% | -22.0% | +44.0% | +26.1% |
| 1Y | +25.7% | -21.8% | +47.5% | +29.7% |
| 3Y | +36.2% | +8.0% | +28.2% | +30.6% |
| All | +63.3% | +61.0% | +2.3% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling