+68.0%
LIN vs EXEL
+262.4%
-194.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.9% | -0.1% |
| 7D | +3.6% | +3.8% | -0.2% | +3.2% |
| 30D | +6.4% | +17.8% | -11.4% | +4.6% |
| 3M | +6.5% | +21.2% | -14.7% | +4.3% |
| 6M | +4.9% | +54.7% | -49.8% | +0.2% |
| YTD | +23.4% | +56.8% | -33.3% | +17.5% |
| 1Y | +26.3% | +70.2% | -43.9% | +19.1% |
| 3Y | +38.0% | +227.2% | -189.2% | +17.5% |
| 5Y | +68.0% | +254.9% | -186.9% | +39.3% |
| All | +68.0% | +262.4% | -194.4% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling