+122.8%
LIN vs EXE
+155.8%
-33.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.8% |
| 7D | +0.1% | -3.9% | +4.0% | +0.7% |
| 30D | +7.6% | -2.6% | +10.1% | +7.9% |
| 3M | +6.5% | -6.9% | +13.4% | +7.5% |
| 6M | +6.2% | -9.3% | +15.5% | +7.4% |
| YTD | +23.2% | -20.7% | +44.0% | +26.7% |
| 1Y | +25.4% | -21.8% | +47.3% | +29.1% |
| 3Y | +38.3% | +16.2% | +22.1% | +31.7% |
| 5Y | +64.4% | +61.1% | +3.3% | +51.9% |
| All | +122.8% | +155.8% | -33.0% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling