+68.5%
LIN vs EXE
+76.7%
-8.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | +2.1% | +5.3% | -3.2% | +1.3% |
| 30D | +6.8% | -2.2% | +9.0% | +7.1% |
| 3M | +10.4% | -5.9% | +16.3% | +11.3% |
| 6M | +3.2% | -5.7% | +8.9% | +3.8% |
| YTD | +24.6% | -17.8% | +42.4% | +27.7% |
| 1Y | +24.4% | -23.1% | +47.5% | +28.9% |
| 3Y | +36.7% | +21.2% | +15.6% | +28.4% |
| All | +68.5% | +76.7% | -8.2% | +53.6% |
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