+417.3%
LIN vs EXEL
+445.6%
-28.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.6% |
| 7D | +0.1% | +2.3% | -2.2% | -0.2% |
| 30D | +7.6% | +19.8% | -12.3% | +5.2% |
| 3M | +6.5% | +32.7% | -26.1% | +2.8% |
| 6M | +6.2% | +49.0% | -42.8% | +1.0% |
| YTD | +23.2% | +63.7% | -40.4% | +15.5% |
| 1Y | +25.4% | +75.8% | -50.4% | +16.5% |
| 3Y | +38.3% | +241.3% | -203.0% | +15.7% |
| 5Y | +64.4% | +289.0% | -224.6% | +33.4% |
| 10Y | +417.3% | +377.6% | +39.7% | +312.3% |
| All | +417.3% | +445.6% | -28.2% | +312.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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